-48.3%
MUZ vs SAN
-1.4%
-46.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +6.4% | +7.8% | +19.9% |
| 7D | +47.2% | +4.5% | +42.7% | +50.8% |
| 30D | +57.1% | -12.1% | +69.2% | +22.4% |
| 3M | -5.3% | -15.6% | +10.3% | -32.4% |
| All | -48.3% | -1.4% | -46.9% | -34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling