+30.9%
MPWR vs SARO
-23.7%
+54.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.2% |
| 7D | -2.3% | -4.0% | +1.7% | -0.1% |
| 30D | -15.4% | -16.1% | +0.7% | -7.3% |
| 3M | -19.4% | -4.5% | -14.8% | -18.3% |
| 6M | +12.7% | -17.0% | +29.8% | +21.8% |
| YTD | +31.3% | -17.5% | +48.9% | +40.9% |
| 1Y | +39.7% | -12.3% | +51.9% | +43.2% |
| All | +30.9% | -23.7% | +54.6% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling