+567.7%
FAST vs MTUM
+537.7%
+30.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +5.0% | +10.8% | -5.8% | -1.4% |
| 30D | +8.6% | -11.4% | +20.0% | +16.0% |
| 3M | +6.9% | -11.7% | +18.6% | +14.2% |
| 6M | +29.6% | -8.2% | +37.8% | +32.4% |
| YTD | +41.4% | +11.3% | +30.1% | +25.8% |
| 1Y | +38.5% | +11.0% | +27.5% | +23.2% |
| 3Y | +98.7% | +93.2% | +5.5% | +15.2% |
| 5Y | +108.0% | +54.8% | +53.3% | +40.8% |
| 10Y | +549.3% | +316.2% | +233.0% | +90.6% |
| All | +567.7% | +537.7% | +30.0% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling