+47.0%
MDB vs SARO
-23.7%
+70.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +5.2% |
| 7D | -2.8% | -4.0% | +1.3% | -1.3% |
| 30D | -14.9% | -16.1% | +1.3% | -9.3% |
| 3M | +7.3% | -4.5% | +11.9% | +7.8% |
| 6M | +38.2% | -17.0% | +55.2% | +45.4% |
| YTD | -10.9% | -17.5% | +6.6% | -5.3% |
| 1Y | +11.6% | -12.3% | +23.9% | +14.5% |
| All | +47.0% | -23.7% | +70.7% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling