-45.5%
MUZ vs SAN
+1.8%
-47.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +6.1% | -18.9% | -6.9% |
| 7D | +14.0% | +8.7% | +5.3% | +22.9% |
| 30D | +57.6% | -6.5% | +64.1% | +34.4% |
| 3M | -3.1% | -14.2% | +11.1% | -31.1% |
| All | -45.5% | +1.8% | -47.3% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling