+9.7%
FPS vs MTUM
+25.7%
-16.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +6.7% |
| 7D | +1.5% | +0.7% | +0.8% | +0.5% |
| 30D | -16.9% | -2.4% | -14.4% | -12.7% |
| 3M | -45.3% | -3.6% | -41.7% | -41.9% |
| 6M | -10.3% | +23.7% | -34.0% | -42.0% |
| All | +9.7% | +25.7% | -16.0% | -31.7% |
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