-21.9%
MSTR vs SARO
-23.7%
+1.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.8% | -1.7% |
| 7D | -11.2% | -4.0% | -7.2% | -8.9% |
| 30D | +33.8% | -16.1% | +49.9% | +48.3% |
| 3M | +11.5% | -4.5% | +16.0% | +12.0% |
| 6M | -7.2% | -17.0% | +9.9% | +1.9% |
| YTD | -15.4% | -17.5% | +2.1% | -5.8% |
| 1Y | -60.6% | -12.3% | -48.3% | -58.1% |
| All | -21.9% | -23.7% | +1.8% | -34.6% |
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