+36.3%
GS vs MTUM
+23.1%
+13.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +2.4% | +4.1% | -1.7% | -0.5% |
| 30D | -0.1% | +0.6% | -0.7% | -0.6% |
| 3M | +0.2% | -0.6% | +0.8% | -1.3% |
| 6M | +24.8% | +25.3% | -0.5% | -1.8% |
| YTD | +18.8% | +23.8% | -5.1% | -5.4% |
| All | +36.3% | +23.1% | +13.2% | +9.2% |
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