+114.4%
MTUM vs ETSY
+8.1%
+106.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.1% |
| 7D | +0.7% | -4.9% | +5.6% | +1.2% |
| 30D | -2.4% | -8.6% | +6.2% | -1.8% |
| 3M | -3.6% | +4.8% | -8.4% | -4.6% |
| 6M | +23.7% | +38.1% | -14.4% | +18.2% |
| YTD | +22.9% | +31.2% | -8.3% | +17.8% |
| 1Y | +21.8% | +22.1% | -0.3% | +16.8% |
| 3Y | +114.4% | +12.2% | +102.2% | +96.5% |
| All | +114.4% | +8.1% | +106.3% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling