+157.0%
MKSI vs SARO
-7.4%
+164.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.9% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | -16.8% | -20.0% | +3.2% | -5.1% |
| 3M | -21.1% | -2.9% | -18.2% | -19.4% |
| 6M | +10.8% | -17.7% | +28.5% | +23.3% |
| YTD | +63.3% | -13.5% | +76.8% | +71.9% |
| 1Y | +157.0% | -9.7% | +166.7% | +158.5% |
| All | +157.0% | -7.4% | +164.4% | +158.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling