+79.7%
MTUM vs CMS
+23.1%
+56.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.1% | +0.2% | +4.0% | +4.1% |
| 30D | +0.6% | -1.3% | +1.9% | +0.8% |
| 3M | -0.6% | -5.4% | +4.7% | -0.4% |
| 6M | +25.3% | -10.3% | +35.7% | +26.5% |
| YTD | +23.8% | -0.2% | +24.0% | +23.0% |
| 1Y | +25.4% | -0.9% | +26.2% | +24.6% |
| 3Y | +117.3% | +34.0% | +83.3% | +103.1% |
| 5Y | +79.7% | +23.6% | +56.1% | +69.8% |
| All | +79.7% | +23.1% | +56.6% | +69.8% |
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