+2,026.4%
MSFT vs MTUM
+608.1%
+1,418.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -2.2% |
| 7D | -1.4% | +4.1% | -5.5% | -4.8% |
| 30D | -1.0% | -0.2% | -0.8% | -1.3% |
| 3M | +20.2% | -1.9% | +22.1% | +18.6% |
| 6M | +21.3% | +28.1% | -6.8% | -8.6% |
| YTD | +2.8% | +23.6% | -20.8% | -20.2% |
| 1Y | 0.0% | +26.1% | -26.2% | -24.2% |
| 3Y | +51.2% | +116.8% | -65.6% | -35.0% |
| 5Y | +71.4% | +80.0% | -8.6% | -11.0% |
| 10Y | +868.6% | +346.4% | +522.2% | +99.9% |
| All | +2,026.4% | +608.1% | +1,418.3% | +241.7% |
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 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