-42.3%
MSTR vs SARO
-7.8%
-34.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.9% | +3.2% | +4.2% |
| 7D | -1.8% | +15.8% | -17.6% | -8.3% |
| 30D | -13.3% | +22.2% | -35.5% | -21.3% |
| 3M | +46.0% | -16.2% | +62.2% | +59.8% |
| 6M | -22.4% | +4.6% | -27.0% | -27.5% |
| YTD | -6.2% | -10.4% | +4.2% | +0.8% |
| 1Y | -42.3% | -6.5% | -35.8% | -39.4% |
| All | -42.3% | -7.8% | -34.5% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling