+20.1%
FIS vs MTUM
+609.5%
-589.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -9.1% | +4.1% | -13.2% | -11.5% |
| 30D | -10.4% | +0.6% | -11.1% | -11.1% |
| 3M | -3.7% | -0.6% | -3.0% | -6.0% |
| 6M | -24.8% | +25.3% | -50.1% | -39.3% |
| YTD | -41.6% | +23.8% | -65.4% | -52.6% |
| 1Y | -42.7% | +25.4% | -68.1% | -54.2% |
| 3Y | -26.2% | +117.3% | -143.5% | -63.6% |
| 5Y | -66.1% | +79.7% | -145.8% | -80.6% |
| 10Y | -40.9% | +359.6% | -400.5% | -86.1% |
| All | +20.1% | +609.5% | -589.4% | -80.5% |
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