+1,366.7%
MSTR vs MTUM
+599.3%
+767.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -3.7% |
| 7D | +12.2% | +1.7% | +10.4% | +9.9% |
| 30D | +45.2% | -1.7% | +46.8% | +48.2% |
| 3M | +10.4% | -6.3% | +16.7% | +17.0% |
| 6M | -2.5% | +21.8% | -24.3% | -27.9% |
| YTD | -6.0% | +22.0% | -28.1% | -29.9% |
| 1Y | -56.4% | +25.3% | -81.8% | -68.4% |
| 3Y | +306.3% | +112.1% | +194.1% | +62.7% |
| 5Y | +100.5% | +76.2% | +24.3% | +8.4% |
| 10Y | +741.1% | +340.1% | +400.9% | +90.0% |
| All | +1,366.7% | +599.3% | +767.4% | +105.1% |
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