+3.7%
MOS vs SARO
-21.1%
+24.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +7.1% | +1.1% | +6.0% | +6.8% |
| 30D | +15.0% | -16.2% | +31.2% | +19.5% |
| 3M | +24.1% | -1.3% | +25.4% | +24.1% |
| 6M | +2.7% | -15.2% | +18.0% | +5.4% |
| YTD | +12.2% | -14.7% | +26.9% | +14.7% |
| 1Y | -16.3% | -9.1% | -7.2% | -15.8% |
| All | +3.7% | -21.1% | +24.8% | -5.2% |
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