+514.9%
MKSI vs MTUM
+357.8%
+157.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.2% |
| 7D | +2.7% | +0.7% | +2.0% | +1.6% |
| 30D | -12.8% | -2.4% | -10.4% | -9.1% |
| 3M | -22.5% | -3.6% | -18.9% | -15.1% |
| 6M | +19.4% | +23.7% | -4.3% | -8.4% |
| YTD | +67.7% | +22.9% | +44.8% | +30.6% |
| 1Y | +131.4% | +21.8% | +109.6% | +84.3% |
| 3Y | +197.3% | +114.4% | +82.9% | +15.4% |
| 5Y | +87.0% | +79.6% | +7.4% | -6.1% |
| All | +514.9% | +357.8% | +157.1% | -22.4% |
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