+6.1%
MAS vs SARO
-7.3%
+13.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.2% |
| 7D | -1.8% | +11.8% | -13.6% | -5.5% |
| 30D | +23.6% | +44.3% | -20.8% | +9.3% |
| 3M | +12.4% | +1.9% | +10.5% | +10.9% |
| 6M | +21.9% | +7.2% | +14.6% | +18.4% |
| YTD | +36.1% | +0.2% | +35.9% | +34.2% |
| 1Y | +39.5% | +5.4% | +34.1% | +35.3% |
| All | +6.1% | -7.3% | +13.4% | +1.5% |
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 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