-56.4%
MSTR vs MTUM
+26.3%
-82.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -3.3% |
| 7D | +12.2% | +1.7% | +10.4% | +10.3% |
| 30D | +45.2% | -1.7% | +46.8% | +47.6% |
| 3M | +10.4% | -6.3% | +16.7% | +14.8% |
| 6M | -2.5% | +21.8% | -24.3% | -37.0% |
| YTD | -6.0% | +22.0% | -28.1% | -40.8% |
| 1Y | -56.4% | +25.3% | -81.8% | -71.5% |
| All | -56.4% | +26.3% | -82.7% | -71.5% |
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 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