+30.7%
MNST vs SARO
+5.2%
+25.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.3% | +1.9% |
| 7D | +1.6% | +0.4% | +1.3% | +1.6% |
| 30D | +5.1% | +40.3% | -35.3% | +2.0% |
| 3M | -0.5% | +2.2% | -2.7% | -1.1% |
| 6M | +8.1% | +3.7% | +4.4% | +7.1% |
| YTD | +21.2% | -3.3% | +24.5% | +22.4% |
| 1Y | +30.7% | +8.4% | +22.3% | +34.4% |
| All | +30.7% | +5.2% | +25.5% | +34.4% |
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 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