+1,910.1%
MTSI vs MTUM
+599.3%
+1,310.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.8% | +1.6% | +1.0% |
| 7D | +1.4% | +1.7% | -0.3% | -1.0% |
| 30D | +2.1% | -1.7% | +3.7% | +5.1% |
| 3M | -29.7% | -6.3% | -23.4% | -21.3% |
| 6M | +12.5% | +21.8% | -9.3% | -11.1% |
| YTD | +57.0% | +22.0% | +35.0% | +23.6% |
| 1Y | +103.9% | +25.3% | +78.6% | +55.8% |
| 3Y | +223.6% | +112.1% | +111.4% | +26.6% |
| 5Y | +321.6% | +76.2% | +245.3% | +113.3% |
| 10Y | +517.7% | +340.1% | +177.6% | -0.6% |
| All | +1,910.1% | +599.3% | +1,310.8% | +96.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling