+100.6%
FLEX vs MTUM
+21.2%
+79.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +4.8% |
| 7D | +5.7% | +0.7% | +5.0% | +4.6% |
| 30D | -7.0% | -2.4% | -4.6% | -2.0% |
| 3M | -23.8% | -3.6% | -20.2% | -17.4% |
| 6M | +82.6% | +23.7% | +59.0% | +24.7% |
| YTD | +91.6% | +22.9% | +68.7% | +32.9% |
| 1Y | +100.6% | +21.8% | +78.8% | +42.6% |
| All | +100.6% | +21.2% | +79.3% | +42.6% |
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