-40.6%
FIS vs MTUM
+357.8%
-398.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -7.9% | +0.7% | -8.6% | -8.4% |
| 30D | -8.0% | -2.4% | -5.5% | -6.9% |
| 3M | +0.6% | -3.6% | +4.2% | +0.4% |
| 6M | -22.2% | +23.7% | -45.9% | -36.0% |
| YTD | -40.8% | +22.9% | -63.7% | -51.2% |
| 1Y | -41.5% | +21.8% | -63.3% | -51.7% |
| 3Y | -25.5% | +114.4% | -139.9% | -61.8% |
| 5Y | -64.8% | +79.6% | -144.3% | -79.4% |
| All | -40.6% | +357.8% | -398.4% | -83.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling