+16.2%
MA vs SARO
-22.5%
+38.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -1.7% | -3.1% | +1.4% | -1.1% |
| 30D | +1.7% | -12.2% | +13.9% | +4.2% |
| 3M | +17.2% | -7.4% | +24.6% | +18.4% |
| 6M | +13.3% | -15.3% | +28.6% | +16.3% |
| YTD | +0.2% | -16.2% | +16.4% | +2.5% |
| 1Y | -2.7% | -12.1% | +9.4% | -2.1% |
| All | +16.2% | -22.5% | +38.7% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling