+75,738.0%
MU vs SAN
+1,787.7%
+73,950.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -15.2% | +10.8% | -26.0% | -19.7% |
| 30D | -29.5% | -5.7% | -23.8% | -28.0% |
| 3M | -15.8% | -13.4% | -2.3% | -10.6% |
| 6M | -2.9% | +3.5% | -6.4% | -5.1% |
| YTD | +154.2% | +9.7% | +144.5% | +140.2% |
| 1Y | +186.6% | +20.9% | +165.7% | +158.3% |
| 3Y | +871.5% | +254.3% | +617.2% | +412.6% |
| 5Y | +911.7% | +304.2% | +607.5% | +381.2% |
| 10Y | +4,277.4% | +260.2% | +4,017.1% | +1,951.5% |
| All | +75,738.0% | +1,787.7% | +73,950.2% | +22,859.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling