+206.8%
MTSI vs MTUM
+49.2%
+157.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.2% |
| 7D | -3.8% | -4.1% | +0.3% | +3.8% |
| 30D | -31.4% | -16.6% | -14.8% | -8.2% |
| 3M | -23.8% | -13.0% | -10.8% | -2.4% |
| 6M | -37.1% | -11.3% | -25.8% | -19.9% |
| YTD | +32.2% | +7.1% | +25.2% | +30.8% |
| 1Y | +26.9% | +6.4% | +20.6% | +27.1% |
| 3Y | +193.7% | +85.9% | +107.9% | +50.2% |
| All | +206.8% | +49.2% | +157.6% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling