-14.7%
BA vs MTUM
+93.4%
-108.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -1.2% |
| 7D | -1.4% | +1.5% | -2.9% | -2.4% |
| 30D | -7.9% | -12.1% | +4.2% | -1.8% |
| 3M | -25.2% | -10.0% | -15.2% | -21.4% |
| 6M | -26.7% | -9.4% | -17.4% | -25.1% |
| YTD | -19.6% | +11.1% | -30.7% | -29.2% |
| 1Y | -10.6% | +10.8% | -21.4% | -21.2% |
| All | -14.7% | +93.4% | -108.1% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling