-92.2%
MSTU vs SARO
-23.7%
-68.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.4% | -4.4% | -3.9% |
| 7D | -22.0% | -4.0% | -18.0% | -17.8% |
| 30D | +60.3% | -16.1% | +76.4% | +95.5% |
| 3M | -3.7% | -4.5% | +0.8% | -3.8% |
| 6M | -45.2% | -17.0% | -28.1% | -34.7% |
| YTD | -64.3% | -17.5% | -46.8% | -55.1% |
| 1Y | -94.0% | -12.3% | -81.7% | -93.1% |
| All | -92.2% | -23.7% | -68.5% | -93.9% |
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