+84.8%
MTUM vs FGI
-68.3%
+153.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.9% | -2.1% | +3.7% |
| 7D | +1.5% | +6.9% | -5.3% | +1.4% |
| 30D | -12.1% | +3.9% | -16.0% | -12.1% |
| 3M | -10.0% | +74.3% | -84.3% | -11.5% |
| 6M | -9.4% | +28.9% | -38.3% | -10.7% |
| YTD | +11.1% | +39.1% | -28.0% | +8.3% |
| 1Y | +10.8% | +49.3% | -38.6% | +7.6% |
| 3Y | +92.9% | +5.7% | +87.2% | +86.1% |
| All | +84.8% | -68.3% | +153.1% | +85.3% |
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