+0.1%
MOS vs SARO
-23.7%
+23.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.8% |
| 7D | +0.5% | -4.0% | +4.5% | +1.4% |
| 30D | +10.9% | -16.1% | +27.0% | +15.2% |
| 3M | +29.2% | -4.5% | +33.8% | +30.1% |
| 6M | -2.3% | -17.0% | +14.8% | +0.7% |
| YTD | +8.3% | -17.5% | +25.9% | +11.6% |
| 1Y | -21.2% | -12.3% | -8.9% | -20.1% |
| All | +0.1% | -23.7% | +23.8% | -7.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling