+54.8%
MTUM vs MAS
+43.0%
+11.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +10.8% | +1.2% | +9.6% | +10.4% |
| 30D | -11.4% | +21.6% | -33.0% | -16.5% |
| 3M | -11.7% | +14.1% | -25.8% | -15.3% |
| 6M | -8.2% | +22.6% | -30.8% | -14.5% |
| YTD | +11.3% | +35.4% | -24.2% | -0.5% |
| 1Y | +11.0% | +37.5% | -26.5% | -1.4% |
| 3Y | +93.2% | +58.3% | +34.9% | +59.5% |
| 5Y | +54.8% | +39.1% | +15.7% | +40.4% |
| All | +54.8% | +43.0% | +11.7% | +40.4% |
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