+393.2%
MTUM vs ETSY
+134.7%
+258.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.0% |
| 7D | +0.7% | -4.9% | +5.6% | +1.4% |
| 30D | -2.4% | -8.6% | +6.2% | -1.4% |
| 3M | -3.6% | +4.8% | -8.4% | -4.9% |
| 6M | +23.7% | +38.1% | -14.4% | +16.7% |
| YTD | +22.9% | +31.2% | -8.3% | +16.4% |
| 1Y | +21.8% | +22.1% | -0.3% | +15.5% |
| 3Y | +114.4% | +12.2% | +102.2% | +100.1% |
| 5Y | +79.6% | -66.5% | +146.0% | +91.2% |
| 10Y | +356.2% | +433.4% | -77.2% | +243.9% |
| All | +393.2% | +134.7% | +258.5% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling