-2.8%
BSX vs MTUM
+78.7%
-81.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.8% |
| 7D | -10.1% | +0.7% | -10.8% | -10.4% |
| 30D | -16.4% | -2.4% | -14.0% | -15.6% |
| 3M | -8.9% | -3.6% | -5.2% | -8.8% |
| 6M | -38.3% | +23.7% | -61.9% | -46.4% |
| YTD | -54.9% | +22.9% | -77.8% | -60.8% |
| 1Y | -58.8% | +21.8% | -80.6% | -64.1% |
| 3Y | -21.2% | +114.4% | -135.7% | -51.8% |
| All | -2.8% | +78.7% | -81.4% | -35.2% |
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