+265.1%
MU vs SARO
-7.8%
+272.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.9% | -8.9% | -7.6% |
| 7D | -19.1% | +15.8% | -34.9% | -23.2% |
| 30D | -25.2% | +22.2% | -47.4% | -30.6% |
| 3M | -10.9% | -16.2% | +5.3% | -3.0% |
| 6M | +38.0% | +4.6% | +33.4% | +34.2% |
| YTD | +178.8% | -10.4% | +189.2% | +177.7% |
| 1Y | +265.1% | -6.5% | +271.7% | +252.2% |
| All | +265.1% | -7.8% | +272.9% | +252.2% |
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 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