+608.1%
MTUM vs CASY
+1,414.5%
-806.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +2.1% |
| 7D | +4.1% | -4.4% | +8.5% | +5.3% |
| 30D | -0.2% | -12.0% | +11.8% | +3.2% |
| 3M | -1.9% | -2.3% | +0.4% | -2.8% |
| 6M | +28.1% | +10.5% | +17.6% | +22.1% |
| YTD | +23.6% | +33.0% | -9.5% | +11.3% |
| 1Y | +26.1% | +41.1% | -15.0% | +11.1% |
| 3Y | +116.8% | +207.5% | -90.7% | +47.3% |
| 5Y | +80.0% | +290.7% | -210.7% | +12.2% |
| 10Y | +346.4% | +556.5% | -210.1% | +134.3% |
| All | +608.1% | +1,414.5% | -806.4% | +193.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CASY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling