+103.0%
MTUM vs FGI
-70.4%
+173.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -1.7% | +65.4% | -67.1% | -3.2% |
| 3M | -6.3% | +23.5% | -29.8% | -7.5% |
| 6M | +21.8% | +60.5% | -38.7% | +18.5% |
| YTD | +22.0% | +30.0% | -8.0% | +19.1% |
| 1Y | +25.3% | +82.1% | -56.7% | +20.3% |
| 3Y | +112.1% | -4.4% | +116.5% | +105.2% |
| All | +103.0% | -70.4% | +173.3% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling