+25.3%
MTUM vs ETSY
+47.8%
-22.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.7% | +8.5% | +2.1% |
| 7D | +1.7% | -8.5% | +10.2% | +2.1% |
| 30D | -1.7% | -10.9% | +9.2% | -1.1% |
| 3M | -6.3% | +14.1% | -20.5% | -7.7% |
| 6M | +21.8% | +37.5% | -15.6% | +17.4% |
| YTD | +22.0% | +38.0% | -16.0% | +17.5% |
| 1Y | +25.3% | +46.5% | -21.2% | +21.8% |
| All | +25.3% | +47.8% | -22.4% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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