-15.0%
MLM vs SARO
+2.2%
-17.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.1% |
| 7D | -5.8% | +11.8% | -17.6% | -9.6% |
| 30D | +9.8% | +44.3% | -34.5% | -4.4% |
| 3M | -5.2% | +1.9% | -7.1% | -6.5% |
| 6M | -10.3% | +7.2% | -17.5% | -13.8% |
| YTD | -15.5% | +0.2% | -15.7% | -16.9% |
| 1Y | -15.0% | +5.4% | -20.4% | -17.8% |
| All | -15.0% | +2.2% | -17.2% | -17.8% |
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 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