+5.6%
MSCI vs MTUM
+51.4%
-45.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.3% |
| 7D | +3.0% | +6.6% | -3.6% | -0.3% |
| 30D | +17.8% | -10.8% | +28.6% | +24.0% |
| 3M | +15.2% | -13.8% | +29.0% | +23.1% |
| 6M | +16.5% | -10.7% | +27.2% | +17.8% |
| YTD | +16.4% | +9.1% | +7.3% | +0.3% |
| 1Y | +16.8% | +11.4% | +5.4% | -1.2% |
| 3Y | +35.8% | +88.8% | -53.0% | -34.3% |
| All | +5.6% | +51.4% | -45.8% | -31.6% |
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