+541.8%
MS vs MTUM
+314.9%
+226.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | -1.7% |
| 7D | -1.7% | +1.5% | -3.3% | -3.3% |
| 30D | +0.9% | -12.1% | +13.0% | +12.4% |
| 3M | -10.8% | -10.0% | -0.9% | -3.0% |
| 6M | +0.9% | -9.4% | +10.3% | +6.9% |
| YTD | +9.8% | +11.1% | -1.3% | -4.4% |
| 1Y | +17.1% | +10.8% | +6.3% | +2.2% |
| 3Y | +175.7% | +92.9% | +82.8% | +41.1% |
| 5Y | +125.9% | +55.2% | +70.6% | +41.8% |
| All | +541.8% | +314.9% | +226.9% | +52.1% |
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