-92.7%
MSTU vs SARO
-7.4%
-85.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.8% |
| 7D | +21.3% | -0.8% | +22.1% | +22.5% |
| 30D | +90.8% | -20.0% | +110.8% | +136.1% |
| 3M | -6.8% | -2.9% | -3.9% | -10.7% |
| 6M | -39.8% | -17.7% | -22.2% | -25.3% |
| YTD | -55.7% | -13.5% | -42.2% | -46.8% |
| 1Y | -92.7% | -9.7% | -82.9% | -91.2% |
| All | -92.7% | -7.4% | -85.3% | -91.2% |
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