+84.5%
MTUM vs AS
+120.4%
-35.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +1.1% |
| 7D | +1.7% | -4.9% | +6.6% | +2.7% |
| 30D | -1.7% | -19.6% | +18.0% | +2.3% |
| 3M | -6.3% | -14.4% | +8.0% | -4.0% |
| 6M | +21.8% | -20.1% | +42.0% | +26.1% |
| YTD | +22.0% | -20.9% | +43.0% | +26.3% |
| 1Y | +25.3% | -21.9% | +47.2% | +29.6% |
| All | +84.5% | +120.4% | -35.9% | +60.0% |
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