+262.0%
MTSI vs MTUM
+116.3%
+145.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.8% |
| 7D | +11.1% | +4.1% | +7.0% | +4.6% |
| 30D | -3.7% | +0.6% | -4.3% | -3.8% |
| 3M | -20.2% | -0.6% | -19.6% | -17.8% |
| 6M | +30.8% | +25.3% | +5.5% | -3.4% |
| YTD | +67.0% | +23.8% | +43.2% | +25.8% |
| 1Y | +120.4% | +25.4% | +95.1% | +64.0% |
| All | +262.0% | +116.3% | +145.7% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling