+12.5%
MTSI vs MTUM
+22.6%
-10.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +0.5% |
| 7D | +1.4% | +1.7% | -0.3% | -1.4% |
| 30D | +2.1% | -1.7% | +3.7% | +5.7% |
| 3M | -29.7% | -6.3% | -23.4% | -20.3% |
| 6M | +12.5% | +21.8% | -9.3% | -17.0% |
| All | +12.5% | +22.6% | -10.1% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling