+620.6%
MSCI vs MTUM
+357.8%
+262.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.8% |
| 30D | -1.1% | -2.4% | +1.3% | +0.5% |
| 3M | -6.3% | -3.6% | -2.7% | -6.8% |
| 6M | +2.1% | +23.7% | -21.6% | -20.7% |
| YTD | -2.3% | +22.9% | -25.2% | -24.0% |
| 1Y | -3.9% | +21.8% | -25.7% | -25.1% |
| 3Y | +7.5% | +114.4% | -107.0% | -54.8% |
| 5Y | -9.8% | +79.6% | -89.3% | -53.7% |
| All | +620.6% | +357.8% | +262.8% | +31.7% |
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