+96.2%
FAST vs MTUM
+88.3%
+7.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.8% | -4.1% | +8.9% | +5.8% |
| 30D | +8.6% | -16.6% | +25.2% | +14.0% |
| 3M | +5.7% | -13.0% | +18.7% | +9.4% |
| 6M | +25.5% | -11.3% | +36.8% | +27.7% |
| YTD | +39.6% | +7.1% | +32.5% | +31.0% |
| 1Y | +35.5% | +6.4% | +29.1% | +27.4% |
| 3Y | +96.2% | +85.9% | +10.3% | +35.6% |
| All | +96.2% | +88.3% | +7.9% | +35.6% |
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