+524.8%
FAST vs MTUM
+352.0%
+172.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.6% |
| 7D | -0.4% | +1.2% | -1.7% | -1.2% |
| 30D | -6.4% | -1.7% | -4.8% | -5.6% |
| 3M | +7.1% | -0.5% | +7.5% | +5.6% |
| 6M | +7.0% | +22.3% | -15.3% | -8.5% |
| YTD | +24.1% | +21.4% | +2.8% | +6.3% |
| 1Y | +4.4% | +20.0% | -15.6% | -10.2% |
| 3Y | +93.2% | +113.0% | -19.7% | +8.0% |
| 5Y | +106.4% | +77.3% | +29.1% | +30.4% |
| All | +524.8% | +352.0% | +172.7% | +90.4% |
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 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