+54.2%
MTUM vs SARO
-22.5%
+76.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.7% |
| 7D | +0.7% | -3.1% | +3.8% | +1.7% |
| 30D | -2.4% | -12.2% | +9.8% | +1.7% |
| 3M | -3.6% | -7.4% | +3.7% | -1.7% |
| 6M | +23.7% | -15.3% | +38.9% | +29.0% |
| YTD | +22.9% | -16.2% | +39.1% | +28.3% |
| 1Y | +21.8% | -12.1% | +33.9% | +24.4% |
| All | +54.2% | -22.5% | +76.6% | +53.4% |
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