+81.4%
MTUM vs FGI
-74.8%
+156.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -25.2% | +23.2% | -1.6% |
| 7D | +6.6% | -14.4% | +21.0% | +6.8% |
| 30D | -10.8% | -11.8% | +1.0% | -10.7% |
| 3M | -13.8% | -46.2% | +32.5% | -13.2% |
| 6M | -10.7% | +5.2% | -15.9% | -11.8% |
| YTD | +9.1% | +10.5% | -1.5% | +6.6% |
| 1Y | +11.4% | +25.5% | -14.1% | +8.4% |
| 3Y | +88.8% | -16.0% | +104.8% | +82.6% |
| All | +81.4% | -74.8% | +156.2% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling