+356.3%
MTSI vs MTUM
+80.5%
+275.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.8% |
| 7D | +11.1% | +4.1% | +7.0% | +5.0% |
| 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% | -0.9% |
| YTD | +67.0% | +23.8% | +43.2% | +29.0% |
| 1Y | +120.4% | +25.4% | +95.1% | +68.4% |
| 3Y | +260.4% | +117.3% | +143.1% | +42.2% |
| 5Y | +356.3% | +79.7% | +276.6% | +131.1% |
| All | +356.3% | +80.5% | +275.8% | +131.1% |
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