+11.4%
MTUM vs AS
-3.7%
+15.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +6.6% | -4.9% | +11.5% | +7.5% |
| 30D | -10.8% | +3.9% | -14.7% | -11.5% |
| 3M | -13.8% | -9.6% | -4.2% | -12.2% |
| 6M | -10.7% | -8.7% | -2.0% | -10.1% |
| YTD | +9.1% | -19.8% | +28.9% | +11.7% |
| 1Y | +11.4% | -1.5% | +12.9% | +11.4% |
| All | +11.4% | -3.7% | +15.1% | +11.4% |
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