+20.0%
MTUM vs FGI
+126.2%
-106.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.4% | -11.4% | -2.1% |
| 7D | +1.2% | +22.8% | -21.5% | +1.1% |
| 30D | -1.7% | +85.9% | -87.6% | -2.7% |
| 3M | -0.5% | +32.4% | -32.9% | -1.3% |
| 6M | +22.3% | +106.3% | -84.0% | +19.8% |
| YTD | +21.4% | +48.4% | -27.1% | +19.2% |
| 1Y | +20.0% | +116.4% | -96.3% | +18.2% |
| All | +20.0% | +126.2% | -106.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling