+34.3%
MOD vs SARO
-9.8%
+44.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | -2.6% | -14.5% | +11.9% | +7.0% |
| 3M | -33.1% | -5.3% | -27.8% | -31.4% |
| 6M | -7.5% | -15.3% | +7.8% | +0.5% |
| YTD | +39.3% | -15.6% | +54.8% | +47.6% |
| 1Y | +34.3% | -9.1% | +43.3% | +31.7% |
| All | +34.3% | -9.8% | +44.1% | +31.7% |
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