+73.9%
MSFT vs MTUM
+78.7%
-4.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | -0.2% |
| 7D | -0.8% | +0.7% | -1.5% | -1.3% |
| 30D | +0.8% | -2.4% | +3.3% | +2.2% |
| 3M | +27.2% | -3.6% | +30.9% | +27.3% |
| 6M | +22.9% | +23.7% | -0.8% | -0.2% |
| YTD | +3.1% | +22.9% | -19.8% | -16.2% |
| 1Y | -0.3% | +21.8% | -22.0% | -18.5% |
| 3Y | +50.1% | +114.4% | -64.4% | -28.1% |
| All | +73.9% | +78.7% | -4.8% | -3.5% |
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