-10.1%
MSCI vs MTUM
+80.5%
-90.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -1.1% | +4.1% | -5.2% | -3.3% |
| 30D | -1.2% | +0.6% | -1.8% | -1.8% |
| 3M | -8.4% | -0.6% | -7.8% | -10.6% |
| 6M | -1.0% | +25.3% | -26.4% | -20.0% |
| YTD | -2.3% | +23.8% | -26.1% | -20.5% |
| 1Y | -1.2% | +25.4% | -26.5% | -20.9% |
| 3Y | +7.9% | +117.3% | -109.3% | -51.3% |
| 5Y | -10.1% | +79.7% | -89.7% | -49.3% |
| All | -10.1% | +80.5% | -90.5% | -49.3% |
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