-11.7%
MAS vs SARO
-21.1%
+9.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -8.1% | -16.2% | +8.1% | -2.9% |
| 3M | +3.3% | -1.3% | +4.6% | +4.3% |
| 6M | +12.4% | -15.2% | +27.7% | +17.8% |
| YTD | +13.3% | -14.7% | +28.0% | +18.3% |
| 1Y | -4.7% | -9.1% | +4.4% | -2.6% |
| All | -11.7% | -21.1% | +9.3% | -10.6% |
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