+10.2%
MTUM vs CMS
+1.4%
+8.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.5% |
| 7D | -10.1% | +4.1% | -14.2% | -8.8% |
| 30D | -15.6% | +10.9% | -26.4% | -12.9% |
| 3M | -12.7% | -0.2% | -12.5% | -12.5% |
| 6M | -3.7% | -4.7% | +1.0% | -4.1% |
| YTD | +9.4% | +3.9% | +5.6% | +9.3% |
| 1Y | +10.2% | +0.4% | +9.9% | +11.0% |
| All | +10.2% | +1.4% | +8.8% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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