+67.3%
CSGP vs MTUM
+298.3%
-231.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | -0.6% |
| 7D | -1.8% | -2.8% | +1.0% | -0.6% |
| 30D | +5.3% | -16.4% | +21.7% | +15.6% |
| 3M | +3.3% | -13.4% | +16.7% | +10.1% |
| 6M | -4.7% | -11.1% | +6.4% | -4.7% |
| YTD | -53.5% | +7.3% | -60.8% | -60.5% |
| 1Y | -53.7% | +8.5% | -62.2% | -61.2% |
| 3Y | -59.7% | +89.5% | -149.3% | -79.8% |
| 5Y | -62.5% | +48.7% | -111.2% | -76.6% |
| 10Y | +67.3% | +295.6% | -228.4% | -60.1% |
| All | +67.3% | +298.3% | -231.0% | -60.1% |
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