+2.7%
MAS vs SARO
-10.9%
+13.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.2% | -10.8% | -4.5% |
| 7D | +2.4% | +18.2% | -15.8% | -3.3% |
| 30D | +19.8% | +36.4% | -16.6% | +8.0% |
| 3M | +9.8% | -7.9% | +17.7% | +11.9% |
| 6M | +15.8% | +5.2% | +10.5% | +13.2% |
| YTD | +31.8% | -3.7% | +35.5% | +31.6% |
| 1Y | +35.4% | +2.9% | +32.4% | +32.3% |
| All | +2.7% | -10.9% | +13.6% | -0.5% |
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