+7.4%
MSCI vs MTUM
+116.3%
-108.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.1% | +4.1% | -5.2% | -2.0% |
| 30D | -1.2% | +0.6% | -1.8% | -1.4% |
| 3M | -8.4% | -0.6% | -7.8% | -9.6% |
| 6M | -1.0% | +25.3% | -26.4% | -12.7% |
| YTD | -2.3% | +23.8% | -26.1% | -13.3% |
| 1Y | -1.2% | +25.4% | -26.5% | -13.2% |
| All | +7.4% | +116.3% | -108.9% | -33.7% |
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 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