+448.8%
GS vs MTUM
+299.9%
+149.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.6% | -4.1% | +5.7% | +5.0% |
| 30D | +1.7% | -16.6% | +18.2% | +17.9% |
| 3M | -11.6% | -13.0% | +1.4% | -1.2% |
| 6M | -1.9% | -11.3% | +9.4% | +6.3% |
| YTD | +5.1% | +7.1% | -2.0% | -3.5% |
| 1Y | +16.4% | +6.4% | +10.0% | +7.6% |
| 3Y | +199.0% | +85.9% | +113.1% | +70.6% |
| 5Y | +157.4% | +50.0% | +107.4% | +75.4% |
| All | +448.8% | +299.9% | +149.0% | +71.9% |
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