+57.4%
MAR vs SARO
-7.8%
+65.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.6% |
| 7D | +7.7% | +15.8% | -8.0% | +4.1% |
| 30D | +19.4% | +22.2% | -2.8% | +13.8% |
| 3M | +23.3% | -16.2% | +39.5% | +27.6% |
| 6M | +22.8% | +4.6% | +18.2% | +19.5% |
| YTD | +37.8% | -10.4% | +48.1% | +37.5% |
| 1Y | +57.4% | -6.5% | +63.9% | +57.9% |
| All | +57.4% | -7.8% | +65.1% | +57.9% |
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