+345.3%
SAN vs MTB
+173.8%
+171.4%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | +0.9% | -4.8% | +5.7% | +3.9% |
| 3M | +19.1% | +6.0% | +13.2% | +14.8% |
| 6M | +33.2% | +19.6% | +13.6% | +19.5% |
| YTD | +29.1% | +21.5% | +7.6% | +14.5% |
| 1Y | +50.2% | +24.7% | +25.5% | +30.8% |
| 3Y | +351.0% | +108.6% | +242.5% | +171.6% |
| 5Y | +394.7% | +106.7% | +288.0% | +186.8% |
| All | +345.3% | +173.8% | +171.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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