+14.8%
MSCI vs SARO
-10.5%
+25.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +3.0% | +0.4% | +2.6% | +2.9% |
| 30D | +17.8% | +40.3% | -22.5% | +11.4% |
| 3M | +15.2% | +2.2% | +12.9% | +14.3% |
| 6M | +16.5% | +3.7% | +12.8% | +14.8% |
| YTD | +16.4% | -3.3% | +19.7% | +15.7% |
| 1Y | +16.8% | +8.4% | +8.4% | +13.0% |
| All | +14.8% | -10.5% | +25.4% | +9.7% |
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