+78.1%
MTUM vs FGI
-70.0%
+148.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.1% | -4.1% | 0.0% | -4.0% |
| 30D | -16.6% | -3.4% | -13.2% | -16.6% |
| 3M | -13.0% | +61.8% | -74.7% | -14.4% |
| 6M | -11.3% | +17.0% | -28.3% | -12.5% |
| YTD | +7.1% | +31.4% | -24.3% | +4.4% |
| 1Y | +6.4% | +42.7% | -36.3% | +3.4% |
| 3Y | +85.9% | -0.1% | +86.0% | +79.4% |
| All | +78.1% | -70.0% | +148.1% | +78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling