+454.8%
MXL vs SARO
-22.5%
+477.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +6.6% |
| 7D | +18.9% | -3.1% | +22.0% | +21.1% |
| 30D | +0.3% | -12.2% | +12.6% | +8.7% |
| 3M | -8.0% | -7.4% | -0.7% | -3.4% |
| 6M | +341.2% | -15.3% | +356.5% | +378.3% |
| YTD | +327.8% | -16.2% | +344.0% | +362.2% |
| 1Y | +364.9% | -12.1% | +377.0% | +386.2% |
| All | +454.8% | -22.5% | +477.3% | +475.0% |
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 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