+106.1%
FAST vs MTUM
+80.5%
+25.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +1.8% | +4.1% | -2.3% | 0.0% |
| 30D | -6.4% | +0.6% | -7.1% | -6.8% |
| 3M | +5.3% | -0.6% | +6.0% | +4.5% |
| 6M | +5.4% | +25.3% | -20.0% | -7.8% |
| YTD | +23.6% | +23.8% | -0.2% | +8.5% |
| 1Y | +4.1% | +25.4% | -21.3% | -9.5% |
| 3Y | +92.4% | +117.3% | -24.9% | +17.5% |
| 5Y | +106.1% | +79.7% | +26.4% | +36.7% |
| All | +106.1% | +80.5% | +25.6% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling