+114.4%
MTUM vs FTI
+267.9%
-153.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.7% | -4.4% | +5.1% | +1.8% |
| 30D | -2.4% | +1.5% | -3.9% | -2.8% |
| 3M | -3.6% | +8.2% | -11.8% | -5.8% |
| 6M | +23.7% | +18.8% | +4.8% | +17.6% |
| YTD | +22.9% | +71.7% | -48.8% | +6.4% |
| 1Y | +21.8% | +90.0% | -68.3% | +2.4% |
| 3Y | +114.4% | +270.5% | -156.0% | +57.2% |
| All | +114.4% | +267.9% | -153.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling