+26.9%
MKSI vs MTUM
-74.7%
+101.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -77.1% | +67.8% | +15.2% |
| 7D | -18.2% | -79.0% | +60.8% | +22.3% |
| 30D | -37.2% | -80.7% | +43.5% | +10.3% |
| 3M | -43.5% | -79.8% | +36.3% | -8.0% |
| 6M | -38.4% | -78.4% | +40.0% | -6.5% |
| YTD | +10.9% | -74.9% | +85.8% | +30.4% |
| 1Y | +26.9% | -74.8% | +101.7% | +49.6% |
| All | +26.9% | -74.7% | +101.6% | +49.6% |
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