+52.2%
MTUM vs CMS
+36.3%
+15.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | +6.6% | +1.7% | +4.9% | +6.5% |
| 30D | -10.8% | +6.2% | -17.0% | -11.3% |
| 3M | -13.8% | +0.6% | -14.4% | -13.8% |
| 6M | -10.7% | -1.8% | -8.9% | -10.7% |
| YTD | +9.1% | +3.8% | +5.2% | +8.0% |
| 1Y | +11.4% | -1.8% | +13.1% | +11.2% |
| 3Y | +88.8% | +39.8% | +49.0% | +74.6% |
| All | +52.2% | +36.3% | +15.9% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling