+349.5%
MTUM vs CMS
+118.9%
+230.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.7% | -1.9% | +2.6% | +1.3% |
| 30D | -2.4% | -4.1% | +1.7% | -1.2% |
| 3M | -3.6% | -7.1% | +3.4% | -1.9% |
| 6M | +23.7% | -10.1% | +33.7% | +26.9% |
| YTD | +22.9% | -1.7% | +24.6% | +22.4% |
| 1Y | +21.8% | -3.4% | +25.1% | +21.7% |
| 3Y | +114.4% | +31.6% | +82.9% | +89.4% |
| 5Y | +79.6% | +23.3% | +56.3% | +60.0% |
| All | +349.5% | +118.9% | +230.6% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling