+924.5%
MU vs SARO
-20.0%
+944.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +5.7% |
| 7D | +9.0% | -0.8% | +9.8% | +9.4% |
| 30D | +13.8% | -20.0% | +33.8% | +27.8% |
| 3M | +2.1% | -2.9% | +5.0% | +3.2% |
| 6M | +153.8% | -17.7% | +171.5% | +178.0% |
| YTD | +256.4% | -13.5% | +269.9% | +274.9% |
| 1Y | +719.8% | -9.7% | +729.5% | +735.6% |
| All | +924.5% | -20.0% | +944.5% | +886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling