-51.1%
FIS vs MTUM
+9.7%
-60.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -2.0% | -21.7% | -24.3% |
| 7D | -18.4% | -10.1% | -8.3% | -21.3% |
| 30D | -11.4% | -15.6% | +4.2% | -15.9% |
| 3M | -32.0% | -12.7% | -19.2% | -34.7% |
| 6M | -35.6% | -3.7% | -31.9% | -38.4% |
| YTD | -53.8% | +9.4% | -63.2% | -56.5% |
| 1Y | -51.1% | +10.2% | -61.3% | -53.9% |
| All | -51.1% | +9.7% | -60.8% | -53.9% |
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 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