+61.7%
MTSI vs SARO
-7.8%
+69.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -10.7% | +15.8% | -26.4% | -13.9% |
| 30D | -29.0% | +22.2% | -51.2% | -32.7% |
| 3M | -14.7% | -16.2% | +1.5% | -8.4% |
| 6M | -20.1% | +4.6% | -24.7% | -22.3% |
| YTD | +36.1% | -10.4% | +46.5% | +40.1% |
| 1Y | +61.7% | -6.5% | +68.3% | +62.6% |
| All | +61.7% | -7.8% | +69.5% | +62.6% |
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