-42.3%
MSTR vs MTUM
+9.7%
-52.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +7.2% |
| 7D | -1.8% | -10.1% | +8.3% | +10.0% |
| 30D | -13.3% | -15.6% | +2.2% | +4.0% |
| 3M | +46.0% | -12.7% | +58.7% | +69.4% |
| 6M | -22.4% | -3.7% | -18.7% | -29.0% |
| YTD | -6.2% | +9.4% | -15.6% | -33.1% |
| 1Y | -42.3% | +10.2% | -52.5% | -59.4% |
| All | -42.3% | +9.7% | -52.0% | -59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling