+1,927.1%
MSCI vs MTUM
+599.3%
+1,327.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.8% |
| 7D | +0.4% | +1.7% | -1.3% | -1.0% |
| 30D | +0.6% | -1.7% | +2.2% | +1.6% |
| 3M | -7.1% | -6.3% | -0.7% | -5.8% |
| 6M | +0.8% | +21.8% | -21.0% | -20.7% |
| YTD | +1.0% | +22.0% | -21.0% | -21.0% |
| 1Y | +4.3% | +25.3% | -21.0% | -21.0% |
| 3Y | +9.9% | +112.1% | -102.2% | -52.7% |
| 5Y | -6.8% | +76.2% | -83.0% | -51.0% |
| 10Y | +614.7% | +340.1% | +274.5% | +52.6% |
| All | +1,927.1% | +599.3% | +1,327.7% | +201.8% |
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