+23.4%
BA vs MTUM
+315.5%
-292.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -0.6% | +10.8% | -11.3% | -9.6% |
| 30D | -8.0% | -11.4% | +3.4% | +1.1% |
| 3M | -25.8% | -11.7% | -14.1% | -18.5% |
| 6M | -27.6% | -8.2% | -19.4% | -25.6% |
| YTD | -21.0% | +11.3% | -32.3% | -33.7% |
| 1Y | -12.3% | +11.0% | -23.3% | -26.3% |
| 3Y | -12.8% | +93.2% | -106.0% | -60.2% |
| 5Y | -22.4% | +54.8% | -77.1% | -54.8% |
| All | +23.4% | +315.5% | -292.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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 · 6 months rolling