+885.0%
MU vs SARO
-23.7%
+908.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -3.6% |
| 7D | +2.0% | -4.0% | +6.0% | +4.3% |
| 30D | +12.5% | -16.1% | +28.7% | +23.2% |
| 3M | +9.6% | -4.5% | +14.1% | +12.1% |
| 6M | +142.6% | -17.0% | +159.7% | +163.6% |
| YTD | +242.7% | -17.5% | +260.2% | +269.8% |
| 1Y | +599.3% | -12.3% | +611.5% | +624.2% |
| All | +885.0% | -23.7% | +908.7% | +873.3% |
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