+117.9%
MS vs SARO
-21.1%
+139.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | 0.0% | -16.2% | +16.1% | +6.6% |
| 3M | +2.4% | -1.3% | +3.7% | +2.3% |
| 6M | +36.4% | -15.2% | +51.6% | +43.4% |
| YTD | +23.8% | -14.7% | +38.5% | +29.6% |
| 1Y | +48.6% | -9.1% | +57.7% | +50.5% |
| All | +117.9% | -21.1% | +139.0% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling