+51.6%
SAN vs MTB
+22.9%
+28.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -0.5% | +1.1% | -1.5% | -1.1% |
| 30D | -0.1% | -4.6% | +4.5% | +2.6% |
| 3M | +19.6% | +6.3% | +13.4% | +14.9% |
| 6M | +32.7% | +15.6% | +17.1% | +21.0% |
| YTD | +26.7% | +20.6% | +6.1% | +14.5% |
| 1Y | +51.6% | +22.5% | +29.1% | +37.9% |
| All | +51.6% | +22.9% | +28.7% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling