+62.2%
MTUM vs AS
+142.2%
-80.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.7% | +4.3% |
| 7D | -2.8% | +5.8% | -8.6% | -3.8% |
| 30D | -16.4% | +15.4% | -31.8% | -18.7% |
| 3M | -13.4% | -11.9% | -1.5% | -11.5% |
| 6M | -11.1% | -9.9% | -1.2% | -9.9% |
| YTD | +7.3% | -13.1% | +20.4% | +8.9% |
| 1Y | +8.5% | +9.9% | -1.4% | +5.4% |
| All | +62.2% | +142.2% | -80.1% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling