+124.8%
MS vs MTUM
+49.3%
+75.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.4% |
| 7D | +0.8% | -4.1% | +4.9% | +3.9% |
| 30D | -0.7% | -16.6% | +15.9% | +14.0% |
| 3M | -12.4% | -13.0% | +0.6% | -2.9% |
| 6M | -1.7% | -11.3% | +9.5% | +5.0% |
| YTD | +8.0% | +7.1% | +1.0% | -2.5% |
| 1Y | +16.2% | +6.4% | +9.8% | +5.5% |
| 3Y | +171.3% | +85.9% | +85.4% | +51.8% |
| 5Y | +124.8% | +50.0% | +74.8% | +46.0% |
| All | +124.8% | +49.3% | +75.4% | +46.0% |
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 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