+61.8%
MTUM vs AS
+137.8%
-75.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | -4.1% | +4.5% | -8.6% | -4.9% |
| 30D | -16.6% | +13.2% | -29.8% | -18.6% |
| 3M | -13.0% | -11.9% | -1.1% | -11.1% |
| 6M | -11.3% | -11.6% | +0.3% | -9.8% |
| YTD | +7.1% | -14.7% | +21.8% | +9.1% |
| 1Y | +6.4% | +5.7% | +0.7% | +4.1% |
| All | +61.8% | +137.8% | -75.9% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling