+22.8%
MUB vs SAN
+270.1%
-247.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.4% |
| 7D | -1.3% | +4.0% | -5.3% | -1.4% |
| 30D | +2.2% | -7.8% | +10.0% | +2.3% |
| 3M | -1.6% | -16.4% | +14.7% | -1.3% |
| 6M | -1.3% | +3.5% | -4.8% | -1.4% |
| YTD | -0.7% | +6.7% | -7.3% | -0.9% |
| 1Y | -0.2% | +14.5% | -14.7% | -0.6% |
| 3Y | +9.6% | +243.5% | -233.9% | +6.7% |
| 5Y | +2.6% | +296.2% | -293.6% | -0.7% |
| All | +22.8% | +270.1% | -247.3% | +14.2% |
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