+0.5%
MSFU vs SARO
-21.9%
+22.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.3% | +0.6% | -3.0% | -2.5% |
| 30D | -6.3% | -14.5% | +8.3% | -1.1% |
| 3M | +40.0% | -5.3% | +45.3% | +41.8% |
| 6M | +30.1% | -15.3% | +45.4% | +36.7% |
| YTD | -10.3% | -15.6% | +5.2% | -5.7% |
| 1Y | -19.0% | -9.1% | -9.9% | -18.2% |
| All | +0.5% | -21.9% | +22.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling