+26.2%
MAR vs SARO
-7.4%
+33.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -6.7% | -20.0% | +13.3% | -2.4% |
| 3M | -12.5% | -2.9% | -9.6% | -12.4% |
| 6M | +0.6% | -17.7% | +18.2% | +2.0% |
| YTD | +9.1% | -13.5% | +22.6% | +10.1% |
| 1Y | +26.2% | -9.7% | +35.9% | +25.5% |
| All | +26.2% | -7.4% | +33.6% | +25.5% |
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