+354.2%
SAN vs MTB
+118.5%
+235.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +3.3% | +2.8% | +0.6% | +2.2% |
| 30D | +1.1% | -4.2% | +5.3% | +2.8% |
| 3M | +22.2% | +7.8% | +14.4% | +18.4% |
| 6M | +36.0% | +14.8% | +21.2% | +28.5% |
| YTD | +28.2% | +20.8% | +7.5% | +19.0% |
| 1Y | +54.1% | +23.1% | +31.0% | +41.9% |
| 3Y | +354.2% | +114.8% | +239.4% | +226.1% |
| All | +354.2% | +118.5% | +235.7% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling