-25.6%
FIS vs MTUM
+112.0%
-137.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.4% |
| 7D | -8.9% | +1.2% | -10.1% | -9.0% |
| 30D | -9.9% | -1.7% | -8.2% | -9.8% |
| 3M | 0.0% | -0.5% | +0.4% | -1.2% |
| 6M | -22.9% | +22.3% | -45.2% | -29.5% |
| YTD | -40.9% | +21.4% | -62.2% | -45.8% |
| 1Y | -40.4% | +20.0% | -60.5% | -45.3% |
| All | -25.6% | +112.0% | -137.6% | -53.1% |
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