+2,101.2%
SAN vs MTB
+8,294.1%
-6,192.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +1.8% | +1.7% | 0.0% | +0.7% |
| 30D | +2.0% | -4.2% | +6.2% | +4.6% |
| 3M | +19.7% | +8.9% | +10.9% | +13.6% |
| 6M | +30.6% | +10.9% | +19.8% | +22.6% |
| YTD | +28.8% | +21.5% | +7.4% | +14.3% |
| 1Y | +57.8% | +21.9% | +35.8% | +39.3% |
| 3Y | +338.1% | +109.2% | +228.9% | +166.8% |
| 5Y | +384.2% | +102.0% | +282.2% | +191.0% |
| 10Y | +353.1% | +171.9% | +181.2% | +117.4% |
| All | +2,101.2% | +8,294.1% | -6,192.9% | +236.4% |
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 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