+304.2%
SAN vs MTB
+65.9%
+238.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.3% |
| 7D | +10.8% | -0.7% | +11.4% | +11.2% |
| 30D | -5.7% | +1.4% | -7.2% | -6.3% |
| 3M | -13.4% | -11.6% | -1.9% | -8.1% |
| 6M | +3.5% | +5.4% | -1.8% | +0.8% |
| YTD | +9.7% | +11.7% | -2.0% | +3.9% |
| 1Y | +20.9% | +20.5% | +0.3% | +10.3% |
| 3Y | +254.3% | +104.5% | +149.8% | +136.2% |
| 5Y | +304.2% | +65.1% | +239.2% | +199.7% |
| All | +304.2% | +65.9% | +238.4% | +199.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling