+26.1%
MTUM vs MAS
-4.8%
+30.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.7% |
| 7D | +4.1% | +1.0% | +3.1% | +3.9% |
| 30D | -0.2% | -8.1% | +7.9% | +1.3% |
| 3M | -1.9% | +3.3% | -5.2% | -3.0% |
| 6M | +28.1% | +12.4% | +15.6% | +23.5% |
| YTD | +23.6% | +13.3% | +10.3% | +18.6% |
| 1Y | +26.1% | -4.7% | +30.8% | +21.0% |
| All | +26.1% | -4.8% | +30.9% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling