-17.8%
MRSH vs SARO
-22.5%
+4.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | -4.8% | -3.1% | -1.7% | -4.6% |
| 30D | -6.3% | -12.2% | +5.9% | -5.7% |
| 3M | +5.8% | -7.4% | +13.2% | +5.9% |
| 6M | +2.8% | -15.3% | +18.1% | +3.6% |
| YTD | -3.1% | -16.2% | +13.1% | -2.5% |
| 1Y | -11.3% | -12.1% | +0.8% | -11.3% |
| All | -17.8% | -22.5% | +4.6% | -17.5% |
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