-39.2%
MTSI vs MTUM
-10.9%
-28.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -1.7% |
| 7D | +10.0% | +6.6% | +3.4% | -2.1% |
| 30D | -20.3% | -10.8% | -9.5% | +1.2% |
| 3M | -24.4% | -13.8% | -10.6% | +3.8% |
| 6M | -39.2% | -10.7% | -28.5% | -20.1% |
| All | -39.2% | -10.9% | -28.3% | -20.1% |
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 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