+105.9%
MTUM vs FGI
-69.1%
+175.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.2% |
| 7D | +4.1% | +14.7% | -10.6% | +3.9% |
| 30D | +0.6% | +67.0% | -66.3% | -1.0% |
| 3M | -0.6% | +31.0% | -31.7% | -2.0% |
| 6M | +25.3% | +126.8% | -101.5% | +21.2% |
| YTD | +23.8% | +35.6% | -11.8% | +20.8% |
| 1Y | +25.4% | +108.9% | -83.5% | +20.0% |
| 3Y | +117.3% | -0.3% | +117.5% | +110.0% |
| All | +105.9% | -69.1% | +175.0% | +106.7% |
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