-98.7%
MSTZ vs SARO
-20.0%
-78.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +3.4% |
| 7D | -29.7% | -0.8% | -28.9% | -29.4% |
| 30D | -65.3% | -20.0% | -45.3% | -74.0% |
| 3M | -57.3% | -2.9% | -54.4% | -58.5% |
| 6M | -61.6% | -17.7% | -44.0% | -69.3% |
| YTD | -78.3% | -13.5% | -64.8% | -79.6% |
| 1Y | -30.2% | -9.7% | -20.5% | -28.5% |
| All | -98.7% | -20.0% | -78.8% | -97.0% |
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