+42.4%
MDB vs SARO
-22.5%
+64.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.8% | -3.7% |
| 7D | -1.8% | -3.1% | +1.3% | -0.7% |
| 30D | -17.3% | -12.2% | -5.0% | -13.3% |
| 3M | +2.2% | -7.4% | +9.6% | +3.9% |
| 6M | +33.9% | -15.3% | +49.1% | +39.7% |
| YTD | -13.7% | -16.2% | +2.5% | -8.8% |
| 1Y | +9.1% | -12.1% | +21.2% | +12.0% |
| All | +42.4% | -22.5% | +64.8% | +29.8% |
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