+17.7%
MS vs MTUM
+9.1%
+8.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | +5.1% | +6.6% | -1.5% | +1.3% |
| 30D | +5.7% | -10.8% | +16.5% | +12.3% |
| 3M | -12.2% | -13.8% | +1.6% | -4.9% |
| 6M | -0.5% | -10.7% | +10.2% | +2.7% |
| YTD | +9.8% | +9.1% | +0.8% | -4.0% |
| 1Y | +17.7% | +11.4% | +6.4% | +1.3% |
| All | +17.7% | +9.1% | +8.6% | +1.3% |
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