+188.9%
GS vs MTUM
+78.8%
+110.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.2% |
| 7D | +3.4% | +4.1% | -0.7% | 0.0% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | -0.3% | -1.9% | +1.6% | +0.1% |
| 6M | +27.4% | +28.1% | -0.7% | +0.7% |
| YTD | +19.6% | +23.6% | -3.9% | -2.3% |
| 1Y | +42.5% | +26.1% | +16.3% | +14.2% |
| 3Y | +240.4% | +116.8% | +123.6% | +75.0% |
| 5Y | +188.9% | +80.0% | +108.9% | +67.7% |
| All | +188.9% | +78.8% | +110.1% | +67.7% |
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