+315.6%
MTUM vs MAS
+217.4%
+98.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.7% | +3.7% |
| 7D | +1.5% | -1.8% | +3.4% | +2.3% |
| 30D | -12.1% | +23.6% | -35.6% | -19.0% |
| 3M | -10.0% | +12.4% | -22.4% | -14.3% |
| 6M | -9.4% | +21.9% | -31.2% | -17.0% |
| YTD | +11.1% | +36.1% | -25.0% | -3.7% |
| 1Y | +10.8% | +39.5% | -28.7% | -5.1% |
| 3Y | +92.9% | +59.1% | +33.8% | +51.6% |
| 5Y | +55.2% | +44.4% | +10.8% | +24.3% |
| 10Y | +315.6% | +217.0% | +98.6% | +131.1% |
| All | +315.6% | +217.4% | +98.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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