+25.7%
MET vs SARO
-22.5%
+48.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.3% | -0.1% |
| 7D | -0.5% | -3.1% | +2.6% | +0.4% |
| 30D | +0.5% | -12.2% | +12.7% | +4.2% |
| 3M | +11.6% | -7.4% | +19.0% | +13.1% |
| 6M | +40.8% | -15.3% | +56.0% | +45.7% |
| YTD | +25.7% | -16.2% | +41.8% | +30.2% |
| 1Y | +24.4% | -12.1% | +36.5% | +26.0% |
| All | +25.7% | -22.5% | +48.1% | +25.1% |
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