+75.8%
BA vs MTUM
+357.8%
-282.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.6% |
| 7D | -0.8% | +0.7% | -1.6% | -1.5% |
| 30D | -9.0% | -2.4% | -6.5% | -7.0% |
| 3M | -5.0% | -3.6% | -1.4% | -4.0% |
| 6M | -1.7% | +23.7% | -25.4% | -23.1% |
| YTD | -3.1% | +22.9% | -26.0% | -24.3% |
| 1Y | -4.3% | +21.8% | -26.1% | -24.7% |
| 3Y | -0.3% | +114.4% | -114.7% | -57.9% |
| 5Y | +0.1% | +79.6% | -79.5% | -48.7% |
| All | +75.8% | +357.8% | -282.0% | -60.4% |
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