+1,104.1%
MA vs MTUM
+599.3%
+504.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -2.5% |
| 7D | -2.7% | +1.7% | -4.4% | -4.0% |
| 30D | +1.5% | -1.7% | +3.2% | +2.5% |
| 3M | +20.4% | -6.3% | +26.8% | +22.8% |
| 6M | +11.1% | +21.8% | -10.7% | -11.5% |
| YTD | +2.0% | +22.0% | -20.1% | -19.4% |
| 1Y | -2.2% | +25.3% | -27.5% | -25.0% |
| 3Y | +41.9% | +112.1% | -70.3% | -37.1% |
| 5Y | +75.4% | +76.2% | -0.9% | -6.9% |
| 10Y | +527.5% | +340.1% | +187.4% | +21.4% |
| All | +1,104.1% | +599.3% | +504.8% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling