-23.7%
FPS vs MTUM
+11.6%
-35.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +4.0% |
| 7D | +13.6% | +6.6% | +6.9% | +0.7% |
| 30D | -32.4% | -10.8% | -21.5% | -11.4% |
| 3M | -41.1% | -13.8% | -27.3% | -16.8% |
| 6M | -51.4% | -10.7% | -40.7% | -36.6% |
| All | -23.7% | +11.6% | -35.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling