+96.7%
MTZ vs SARO
-21.1%
+117.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.4% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | -9.6% | -16.2% | +6.5% | -1.9% |
| 3M | -31.9% | -1.3% | -30.6% | -32.5% |
| 6M | -13.8% | -15.2% | +1.4% | -8.4% |
| YTD | +13.3% | -14.7% | +27.9% | +19.4% |
| 1Y | +39.3% | -9.1% | +48.3% | +41.0% |
| All | +96.7% | -21.1% | +117.8% | +97.0% |
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