+43.8%
MTSI vs MTUM
+10.6%
+33.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.9% |
| 7D | +29.1% | +10.8% | +18.3% | +8.6% |
| 30D | -20.4% | -11.4% | -9.0% | +0.3% |
| 3M | -20.9% | -11.7% | -9.2% | +1.9% |
| 6M | -32.3% | -8.2% | -24.0% | -15.5% |
| YTD | +43.5% | +11.3% | +32.2% | +34.1% |
| 1Y | +43.8% | +11.0% | +32.8% | +36.7% |
| All | +43.8% | +10.6% | +33.2% | +36.7% |
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