+2.9%
MOD vs SARO
-10.5%
+13.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.6% | +27.2% | +27.5% |
| 7D | +40.4% | +0.4% | +40.1% | +40.4% |
| 30D | -14.0% | +40.3% | -54.3% | -32.0% |
| 3M | -33.3% | +2.2% | -35.6% | -34.2% |
| 6M | -51.4% | +3.7% | -55.1% | -53.6% |
| YTD | +1.6% | -3.3% | +4.9% | +1.3% |
| 1Y | +5.4% | +8.4% | -3.0% | -4.4% |
| All | +2.9% | -10.5% | +13.4% | -3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling