+650.5%
GS vs MTUM
+349.9%
+300.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +2.4% | +4.1% | -1.7% | -1.1% |
| 30D | -0.1% | +0.6% | -0.7% | -0.7% |
| 3M | +0.2% | -0.6% | +0.8% | -0.4% |
| 6M | +24.8% | +25.3% | -0.5% | +0.8% |
| YTD | +18.8% | +23.8% | -5.1% | -3.0% |
| 1Y | +37.3% | +25.4% | +11.9% | +10.9% |
| 3Y | +237.9% | +117.3% | +120.6% | +70.2% |
| 5Y | +187.0% | +79.7% | +107.4% | +68.9% |
| 10Y | +650.5% | +359.6% | +290.9% | +99.8% |
| All | +650.5% | +349.9% | +300.6% | +99.8% |
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