+1.6%
MTUM vs MAS
+34.7%
-33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -10.2% | +2.4% | -12.6% | -10.4% |
| 30D | -20.9% | +19.8% | -40.7% | -23.2% |
| 3M | -17.1% | +9.8% | -26.9% | -18.2% |
| 6M | -14.5% | +15.8% | -30.3% | -17.1% |
| YTD | +2.3% | +31.8% | -29.5% | -4.6% |
| All | +1.6% | +34.7% | -33.1% | -5.7% |
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