+114.3%
MS vs SARO
-23.7%
+138.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -0.4% |
| 7D | -2.1% | -4.0% | +2.0% | -0.6% |
| 30D | -1.1% | -16.1% | +15.0% | +5.4% |
| 3M | +3.5% | -4.5% | +8.0% | +4.6% |
| 6M | +33.7% | -17.0% | +50.8% | +41.7% |
| YTD | +21.8% | -17.5% | +39.3% | +29.1% |
| 1Y | +41.1% | -12.3% | +53.4% | +44.8% |
| All | +114.3% | -23.7% | +138.0% | +116.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling