-3.8%
MTZ vs SARO
+5.2%
-9.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +5.0% | +0.4% | +4.6% | +5.0% |
| 30D | -6.0% | +40.3% | -46.3% | -15.9% |
| 3M | -36.1% | +2.2% | -38.4% | -36.4% |
| 6M | -56.9% | +3.7% | -60.6% | -57.8% |
| YTD | -15.9% | -3.3% | -12.6% | -16.7% |
| 1Y | -3.8% | +8.4% | -12.2% | -9.5% |
| All | -3.8% | +5.2% | -9.0% | -9.5% |
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