+94.7%
FAST vs MTUM
+117.2%
-22.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | +1.3% | +4.1% | -2.8% | 0.0% |
| 30D | -4.7% | -0.2% | -4.5% | -4.8% |
| 3M | +7.9% | -1.9% | +9.9% | +7.9% |
| 6M | +7.4% | +28.1% | -20.7% | -4.0% |
| YTD | +25.1% | +23.6% | +1.5% | +13.1% |
| 1Y | +4.7% | +26.1% | -21.4% | -6.4% |
| 3Y | +94.7% | +116.8% | -22.1% | +34.0% |
| All | +94.7% | +117.2% | -22.5% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling