+1,205.7%
MS vs MTUM
+537.7%
+668.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +3.7% | +10.8% | -7.1% | -5.8% |
| 30D | +2.0% | -11.4% | +13.4% | +13.2% |
| 3M | -12.6% | -11.7% | -0.9% | -2.9% |
| 6M | -0.3% | -8.2% | +8.0% | +4.6% |
| YTD | +9.0% | +11.3% | -2.3% | -5.8% |
| 1Y | +13.9% | +11.0% | +2.8% | -1.4% |
| 3Y | +173.6% | +93.2% | +80.4% | +35.8% |
| 5Y | +122.0% | +54.8% | +67.2% | +36.9% |
| 10Y | +551.2% | +316.2% | +235.0% | +25.9% |
| All | +1,205.7% | +537.7% | +668.0% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling