+503.0%
MA vs MTUM
+357.8%
+145.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.3% |
| 7D | -1.7% | +0.7% | -2.4% | -2.3% |
| 30D | +1.7% | -2.4% | +4.1% | +3.3% |
| 3M | +17.2% | -3.6% | +20.8% | +17.4% |
| 6M | +13.3% | +23.7% | -10.3% | -10.1% |
| YTD | +0.2% | +22.9% | -22.7% | -20.6% |
| 1Y | -2.7% | +21.8% | -24.5% | -22.6% |
| 3Y | +39.1% | +114.4% | -75.4% | -37.7% |
| 5Y | +68.8% | +79.6% | -10.8% | -10.3% |
| All | +503.0% | +357.8% | +145.2% | +14.1% |
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