+0.8%
MSFU vs SARO
-23.7%
+24.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.1% |
| 7D | -6.9% | -4.0% | -2.9% | -5.6% |
| 30D | -5.1% | -16.1% | +11.0% | +0.8% |
| 3M | +44.6% | -4.5% | +49.2% | +46.0% |
| 6M | +32.8% | -17.0% | +49.9% | +40.5% |
| YTD | -10.1% | -17.5% | +7.5% | -4.7% |
| 1Y | -19.4% | -12.3% | -7.1% | -17.4% |
| All | +0.8% | -23.7% | +24.5% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling