+387.3%
SAN vs MTB
+102.5%
+284.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +3.3% | +2.8% | +0.6% | +2.0% |
| 30D | +1.1% | -4.2% | +5.3% | +3.2% |
| 3M | +22.2% | +7.8% | +14.4% | +17.6% |
| 6M | +36.0% | +14.8% | +21.2% | +26.9% |
| YTD | +28.2% | +20.8% | +7.5% | +16.7% |
| 1Y | +54.1% | +23.1% | +31.0% | +38.7% |
| 3Y | +354.2% | +114.8% | +239.4% | +193.8% |
| 5Y | +387.3% | +103.3% | +284.0% | +211.4% |
| All | +387.3% | +102.5% | +284.8% | +211.4% |
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