+84.3%
MKSI vs MTUM
+78.7%
+5.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | 0.0% |
| 7D | +2.7% | +0.7% | +2.0% | +1.5% |
| 30D | -12.8% | -2.4% | -10.4% | -8.7% |
| 3M | -22.5% | -3.6% | -18.9% | -14.7% |
| 6M | +19.4% | +23.7% | -4.3% | -11.2% |
| YTD | +67.7% | +22.9% | +44.8% | +26.6% |
| 1Y | +131.4% | +21.8% | +109.6% | +78.9% |
| 3Y | +197.3% | +114.4% | +82.9% | +7.8% |
| All | +84.3% | +78.7% | +5.7% | -16.2% |
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