+120.8%
MPC vs SARO
-10.7%
+131.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +1.1% |
| 7D | +1.8% | -3.1% | +4.9% | +1.3% |
| 30D | +14.0% | -12.2% | +26.2% | +11.8% |
| 3M | +52.2% | -7.4% | +59.6% | +49.8% |
| 6M | +75.8% | -15.3% | +91.0% | +74.1% |
| YTD | +146.3% | -16.2% | +162.5% | +143.3% |
| 1Y | +120.8% | -12.1% | +132.9% | +117.3% |
| All | +120.8% | -10.7% | +131.5% | +117.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling