+155.8%
MKSI vs SARO
-22.5%
+178.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.4% | +1.1% |
| 7D | +2.7% | -3.1% | +5.8% | +4.7% |
| 30D | -12.8% | -12.2% | -0.6% | -5.4% |
| 3M | -22.5% | -7.4% | -15.2% | -18.7% |
| 6M | +19.4% | -15.3% | +34.7% | +30.7% |
| YTD | +67.7% | -16.2% | +83.9% | +83.3% |
| 1Y | +131.4% | -12.1% | +143.5% | +144.2% |
| All | +155.8% | -22.5% | +178.3% | +136.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling