+17.6%
MUB vs SAN
+329.5%
-312.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.7% |
| 30D | -2.0% | -0.1% | -1.9% | -2.0% |
| 3M | -2.5% | +19.6% | -22.2% | -2.9% |
| 6M | -2.3% | +32.7% | -35.0% | -2.9% |
| YTD | -1.3% | +26.7% | -28.0% | -1.9% |
| 1Y | +1.1% | +51.6% | -50.5% | +0.2% |
| 3Y | +8.2% | +348.7% | -340.5% | +4.8% |
| 5Y | +1.5% | +378.7% | -377.3% | -2.1% |
| 10Y | +17.6% | +336.9% | -319.4% | +9.9% |
| All | +17.6% | +329.5% | -312.0% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling