+558.4%
MTSI vs MTUM
+352.0%
+206.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.0% | -2.8% | -2.0% |
| 7D | +4.8% | +1.2% | +3.6% | +3.1% |
| 30D | -9.2% | -1.7% | -7.5% | -6.2% |
| 3M | -23.1% | -0.5% | -22.7% | -20.9% |
| 6M | +23.5% | +22.3% | +1.2% | -3.5% |
| YTD | +59.1% | +21.4% | +37.7% | +26.0% |
| 1Y | +106.9% | +20.0% | +86.8% | +67.4% |
| 3Y | +243.2% | +113.0% | +130.2% | +32.5% |
| 5Y | +324.5% | +77.3% | +247.3% | +112.0% |
| All | +558.4% | +352.0% | +206.3% | -15.1% |
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 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