+19.7%
GS vs MTUM
+9.7%
+10.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.9% |
| 7D | +0.3% | -10.1% | +10.4% | +7.8% |
| 30D | +3.9% | -15.6% | +19.4% | +16.6% |
| 3M | -11.4% | -12.7% | +1.3% | -3.0% |
| 6M | +3.7% | -3.7% | +7.4% | +1.2% |
| YTD | +7.1% | +9.4% | -2.3% | -7.8% |
| 1Y | +19.7% | +10.2% | +9.4% | +2.5% |
| All | +19.7% | +9.7% | +10.0% | +2.5% |
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 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