+3.9%
FAST vs MTUM
+23.1%
-19.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.8% | +4.1% | -2.3% | +1.3% |
| 30D | -6.4% | +0.6% | -7.1% | -6.6% |
| 3M | +5.3% | -0.6% | +6.0% | +5.1% |
| 6M | +5.4% | +25.3% | -20.0% | -1.5% |
| YTD | +23.6% | +23.8% | -0.2% | +15.3% |
| All | +3.9% | +23.1% | -19.1% | -2.4% |
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 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