+38.4%
FAST vs MTUM
+9.1%
+29.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.4% |
| 7D | +4.2% | +6.6% | -2.5% | +3.4% |
| 30D | +6.7% | -10.8% | +17.5% | +7.9% |
| 3M | +8.0% | -13.8% | +21.8% | +9.6% |
| 6M | +27.4% | -10.7% | +38.1% | +27.9% |
| YTD | +40.5% | +9.1% | +31.4% | +31.0% |
| 1Y | +38.4% | +11.4% | +27.0% | +28.4% |
| All | +38.4% | +9.1% | +29.2% | +28.4% |
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