+1.0%
MOS vs SARO
-20.0%
+21.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +9.5% | -0.8% | +10.3% | +9.7% |
| 30D | +10.4% | -20.0% | +30.4% | +16.0% |
| 3M | +12.9% | -2.9% | +15.8% | +13.3% |
| 6M | +1.2% | -17.7% | +18.9% | +4.6% |
| YTD | +9.3% | -13.5% | +22.8% | +11.5% |
| 1Y | -18.0% | -9.7% | -8.3% | -17.3% |
| All | +1.0% | -20.0% | +21.0% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling