+15.5%
MA vs SARO
-23.7%
+39.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -3.5% | -4.0% | +0.5% | -2.7% |
| 30D | +0.7% | -16.1% | +16.8% | +4.1% |
| 3M | +15.8% | -4.5% | +20.3% | +16.2% |
| 6M | +10.2% | -17.0% | +27.3% | +13.6% |
| YTD | -0.5% | -17.5% | +17.1% | +2.1% |
| 1Y | -1.8% | -12.3% | +10.5% | -1.3% |
| All | +15.5% | -23.7% | +39.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling