+908.1%
MU vs SARO
-21.1%
+929.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | +7.2% | +1.1% | +6.1% | +6.6% |
| 30D | +14.0% | -16.2% | +30.2% | +24.8% |
| 3M | +5.4% | -1.3% | +6.7% | +5.9% |
| 6M | +170.3% | -15.2% | +185.5% | +190.5% |
| YTD | +250.7% | -14.7% | +265.3% | +271.6% |
| 1Y | +662.1% | -9.1% | +671.2% | +674.0% |
| All | +908.1% | -21.1% | +929.1% | +878.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling