+67.6%
MA vs MTUM
+74.9%
-7.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.6% |
| 7D | -3.5% | +1.2% | -4.7% | -4.1% |
| 30D | +0.7% | -1.7% | +2.4% | +1.3% |
| 3M | +15.8% | -0.5% | +16.3% | +13.6% |
| 6M | +10.2% | +22.3% | -12.1% | -6.5% |
| YTD | -0.5% | +21.4% | -21.8% | -15.4% |
| 1Y | -1.8% | +20.0% | -21.8% | -16.2% |
| 3Y | +38.7% | +113.0% | -74.2% | -26.7% |
| 5Y | +67.6% | +77.3% | -9.6% | +1.0% |
| All | +67.6% | +74.9% | -7.3% | +1.0% |
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