+10.2%
MTUM vs AS
+3.3%
+6.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.1% | -7.1% | -2.8% |
| 7D | -10.1% | +13.8% | -23.9% | -12.2% |
| 30D | -15.6% | +16.7% | -32.2% | -18.0% |
| 3M | -12.7% | -11.5% | -1.2% | -10.5% |
| 6M | -3.7% | -5.5% | +1.8% | -3.5% |
| YTD | +9.4% | -14.2% | +23.6% | +10.9% |
| 1Y | +10.2% | +2.1% | +8.2% | +8.7% |
| All | +10.2% | +3.3% | +6.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling