-3.5%
BA vs MTUM
+80.5%
-84.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -1.2% | +4.1% | -5.3% | -4.1% |
| 30D | -11.3% | +0.6% | -12.0% | -11.9% |
| 3M | -3.8% | -0.6% | -3.1% | -5.2% |
| 6M | -8.3% | +25.3% | -33.6% | -26.3% |
| YTD | -4.9% | +23.8% | -28.7% | -23.4% |
| 1Y | -10.1% | +25.4% | -35.4% | -28.4% |
| 3Y | -2.3% | +117.3% | -119.6% | -54.3% |
| 5Y | -3.5% | +79.7% | -83.2% | -47.3% |
| All | -3.5% | +80.5% | -84.0% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling