+659.5%
MSTR vs MTUM
+357.8%
+301.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +0.2% |
| 7D | -8.3% | +0.7% | -9.0% | -9.2% |
| 30D | +38.1% | -2.4% | +40.6% | +42.5% |
| 3M | +9.0% | -3.6% | +12.7% | +11.1% |
| 6M | -5.3% | +23.7% | -29.0% | -32.1% |
| YTD | -13.8% | +22.9% | -36.7% | -36.9% |
| 1Y | -59.8% | +21.8% | -81.6% | -70.0% |
| 3Y | +282.2% | +114.4% | +167.7% | +47.9% |
| 5Y | +112.8% | +79.6% | +33.2% | +9.0% |
| All | +659.5% | +357.8% | +301.6% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling