-91.9%
MSTU vs SARO
-22.5%
-69.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +1.6% |
| 7D | -16.6% | -3.1% | -13.5% | -13.0% |
| 30D | +69.7% | -12.2% | +81.9% | +95.7% |
| 3M | -7.5% | -7.4% | -0.1% | -3.6% |
| 6M | -43.1% | -15.3% | -27.9% | -34.0% |
| YTD | -63.0% | -16.2% | -46.9% | -54.4% |
| 1Y | -93.8% | -12.1% | -81.7% | -92.8% |
| All | -91.9% | -22.5% | -69.5% | -93.8% |
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