+22.5%
MA vs SARO
-7.8%
+30.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.7% |
| 7D | +10.2% | +15.8% | -5.5% | +8.4% |
| 30D | +19.3% | +22.2% | -2.9% | +16.7% |
| 3M | +18.0% | -16.2% | +34.2% | +19.2% |
| 6M | +33.7% | +4.6% | +29.1% | +32.6% |
| YTD | +18.6% | -10.4% | +28.9% | +17.0% |
| 1Y | +22.5% | -6.5% | +29.0% | +20.4% |
| All | +22.5% | -7.8% | +30.3% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling