+72.0%
MNST vs SARO
-20.0%
+92.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -6.5% | -0.8% | -5.7% | -6.5% |
| 30D | -7.2% | -20.0% | +12.8% | -6.2% |
| 3M | -1.0% | -2.9% | +1.9% | -0.9% |
| 6M | +11.5% | -17.7% | +29.1% | +12.2% |
| YTD | +14.3% | -13.5% | +27.8% | +15.0% |
| 1Y | +38.1% | -9.7% | +47.8% | +38.9% |
| All | +72.0% | -20.0% | +92.0% | +68.3% |
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