+36.0%
MOD vs SARO
-23.7%
+59.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.3% | -2.0% |
| 7D | -3.9% | -4.0% | +0.1% | -1.1% |
| 30D | -9.6% | -16.1% | +6.5% | +2.1% |
| 3M | -30.6% | -4.5% | -26.0% | -29.0% |
| 6M | -10.9% | -17.0% | +6.1% | -0.6% |
| YTD | +34.3% | -17.5% | +51.8% | +49.2% |
| 1Y | +18.3% | -12.3% | +30.6% | +24.9% |
| All | +36.0% | -23.7% | +59.7% | +42.8% |
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 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