+39.7%
MTUM vs MAS
+39.2%
+0.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.4% |
| 7D | -10.2% | +2.0% | -12.2% | -10.8% |
| 30D | -20.9% | +19.4% | -40.3% | -25.1% |
| 3M | -17.1% | +9.4% | -26.5% | -19.6% |
| 6M | -14.5% | +15.3% | -29.8% | -18.9% |
| YTD | +2.3% | +31.3% | -29.0% | -7.7% |
| 1Y | +4.0% | +34.9% | -30.9% | -7.2% |
| 3Y | +80.7% | +58.6% | +22.1% | +48.9% |
| All | +39.7% | +39.2% | +0.5% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling