+349.5%
MTUM vs AGI
+392.3%
-42.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | -2.4% | +7.2% | -9.7% | -3.1% |
| 3M | -3.6% | +4.3% | -7.9% | -4.2% |
| 6M | +23.7% | -27.1% | +50.8% | +26.0% |
| YTD | +22.9% | -6.6% | +29.5% | +22.7% |
| 1Y | +21.8% | +9.5% | +12.2% | +20.0% |
| 3Y | +114.4% | +208.4% | -94.0% | +96.3% |
| 5Y | +79.6% | +401.6% | -322.1% | +58.9% |
| All | +349.5% | +392.3% | -42.9% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling