+45.9%
MOD vs SARO
-21.1%
+67.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.2% |
| 7D | +6.3% | +1.1% | +5.2% | +5.6% |
| 30D | -1.7% | -16.2% | +14.5% | +11.0% |
| 3M | -30.1% | -1.3% | -28.8% | -30.1% |
| 6M | +2.7% | -15.2% | +17.9% | +12.9% |
| YTD | +44.1% | -14.7% | +58.8% | +56.3% |
| 1Y | +38.7% | -9.1% | +47.8% | +42.8% |
| All | +45.9% | -21.1% | +67.0% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling