+221.5%
MP vs SARO
-20.0%
+241.5%
-61.4%
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% | +1.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.6% |
| 30D | +13.8% | -20.0% | +33.8% | +23.9% |
| 3M | -16.7% | -2.9% | -13.8% | -16.2% |
| 6M | -11.5% | -17.7% | +6.2% | -5.6% |
| YTD | +7.9% | -13.5% | +21.4% | +13.3% |
| 1Y | -15.0% | -9.7% | -5.3% | -12.3% |
| All | +221.5% | -20.0% | +241.5% | +196.4% |
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