-53.6%
BSX vs MTUM
+9.7%
-63.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.0% | +7.3% | +5.1% |
| 7D | +8.0% | -10.1% | +18.1% | +6.9% |
| 30D | +8.1% | -15.6% | +23.6% | +6.7% |
| 3M | -6.7% | -12.7% | +6.1% | -7.7% |
| 6M | -19.4% | -3.7% | -15.7% | -23.6% |
| YTD | -51.9% | +9.4% | -61.4% | -55.8% |
| 1Y | -53.6% | +10.2% | -63.9% | -57.6% |
| All | -53.6% | +9.7% | -63.3% | -57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling