-4.8%
MSCI vs SARO
-23.7%
+18.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -4.7% | -4.0% | -0.7% | -4.1% |
| 30D | -2.2% | -16.1% | +14.0% | +0.5% |
| 3M | -9.7% | -4.5% | -5.2% | -9.6% |
| 6M | +0.3% | -17.0% | +17.3% | +2.8% |
| YTD | -3.5% | -17.5% | +14.1% | -1.3% |
| 1Y | -1.4% | -12.3% | +10.9% | -0.9% |
| All | -4.8% | -23.7% | +18.9% | -6.4% |
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