+163.5%
MTSI vs SARO
-21.9%
+185.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.6% |
| 7D | +11.1% | +0.6% | +10.5% | +10.7% |
| 30D | -3.7% | -14.5% | +10.8% | +3.6% |
| 3M | -20.2% | -5.3% | -14.9% | -18.6% |
| 6M | +30.8% | -15.3% | +46.1% | +39.0% |
| YTD | +67.0% | -15.6% | +82.6% | +77.0% |
| 1Y | +120.4% | -9.1% | +129.5% | +122.9% |
| All | +163.5% | -21.9% | +185.4% | +145.7% |
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