+85.6%
MTZ vs SARO
-23.7%
+109.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -2.4% |
| 7D | 0.0% | -4.0% | +4.0% | +1.9% |
| 30D | -14.8% | -16.1% | +1.3% | -7.5% |
| 3M | -30.8% | -4.5% | -26.3% | -30.2% |
| 6M | -22.6% | -17.0% | -5.6% | -17.0% |
| YTD | +6.8% | -17.5% | +24.4% | +14.5% |
| 1Y | +22.1% | -12.3% | +34.4% | +25.8% |
| All | +85.6% | -23.7% | +109.3% | +88.9% |
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