+179.1%
MS vs MTUM
+117.2%
+62.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.6% |
| 7D | +2.5% | +4.1% | -1.6% | -0.6% |
| 30D | 0.0% | -0.2% | +0.2% | 0.0% |
| 3M | +2.4% | -1.9% | +4.4% | +2.4% |
| 6M | +36.4% | +28.1% | +8.3% | +7.0% |
| YTD | +23.8% | +23.6% | +0.2% | +0.4% |
| 1Y | +48.6% | +26.1% | +22.5% | +18.2% |
| 3Y | +179.1% | +116.8% | +62.3% | +48.0% |
| All | +179.1% | +117.2% | +62.0% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling