You'd need to inspect your multiport valve & gasket.
I'm pretty sure I have seen cases where the multiport valve can cause this, but it's actually more going to have to do with your laterals than anything else.
These keep the sand from going out the return.
This requires removal of all the sand, to gain access to the bottom of the sand filter and then inspecting the laterals for any damage, holes, etc... Inspect carefully and thoroughly.
Sometimes it's obvious, sometimes not.
It's advised to pull them out, one at a time and inspect them as well as any sort of plate that may be underneath.
Clean it out good, fill with about a foot of water, place a cap over the center pipe, hold it steady and keep it centered as you add the old sand back in, filling it up the rest of the way with water as you keep adding to the fill marks, min/max. May be a good time to just replace it if you want, but not necessary. You may need someone to help you with this.
As far as tending to the sand goes, I would do the following. This needs to be done 1x season.
Cleaning & Resettling the Sand Bed
Then, as long as you keep your chemistry in check, things will be okidoki with the sand.