-98.6%
MSTZ vs SARO
-21.1%
-77.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.4% | +9.6% | +6.5% |
| 7D | -25.4% | +1.1% | -26.4% | -23.2% |
| 30D | -60.9% | -16.2% | -44.7% | -68.8% |
| 3M | -54.2% | -1.3% | -52.9% | -53.9% |
| 6M | -65.0% | -15.2% | -49.7% | -70.7% |
| YTD | -76.5% | -14.7% | -61.8% | -78.2% |
| 1Y | -23.4% | -9.1% | -14.3% | -20.1% |
| All | -98.6% | -21.1% | -77.6% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling