+0.7%
FPS vs MTUM
+24.1%
-23.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -2.3% |
| 7D | -4.6% | +1.2% | -5.8% | -6.5% |
| 30D | -22.6% | -1.7% | -20.9% | -20.0% |
| 3M | -45.1% | -0.5% | -44.6% | -45.1% |
| 6M | -17.8% | +22.3% | -40.2% | -46.0% |
| All | +0.7% | +24.1% | -23.4% | -36.0% |
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