+475.1%
MULL vs SARO
-7.8%
+482.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.9% | -15.7% | -14.9% |
| 7D | -35.9% | +15.8% | -51.7% | -42.7% |
| 30D | -47.3% | +22.2% | -69.5% | -55.2% |
| 3M | -30.6% | -16.2% | -14.4% | -18.3% |
| 6M | +13.7% | +4.6% | +9.1% | +7.5% |
| YTD | +272.1% | -10.4% | +282.5% | +271.1% |
| 1Y | +475.1% | -6.5% | +481.6% | +446.2% |
| All | +475.1% | -7.8% | +482.8% | +446.2% |
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