-59.4%
MUZ vs SARO
-5.2%
-54.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.4% | +11.8% | +6.0% |
| 7D | -7.7% | -4.0% | -3.6% | -12.6% |
| 30D | -29.2% | -16.1% | -13.0% | -45.9% |
| 3M | -62.5% | -4.5% | -57.9% | -60.2% |
| All | -59.4% | -5.2% | -54.2% | -59.3% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling