+1,762.8%
SAN vs MTB
+7,606.4%
-5,843.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +3.4% | -2.0% | +5.4% | +4.7% |
| 30D | -6.3% | +0.1% | -6.4% | -6.3% |
| 3M | -14.1% | -12.1% | -2.0% | -7.2% |
| 6M | +4.2% | +7.3% | -3.1% | -0.3% |
| YTD | +9.0% | +11.5% | -2.5% | +1.9% |
| 1Y | +18.8% | +21.3% | -2.5% | +5.5% |
| 3Y | +252.0% | +104.1% | +147.9% | +118.1% |
| 5Y | +299.5% | +61.8% | +237.6% | +175.5% |
| 10Y | +276.7% | +115.4% | +161.3% | +108.0% |
| All | +1,762.8% | +7,606.4% | -5,843.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling