+599.3%
MTUM vs MAS
+429.5%
+169.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -1.7% | -5.6% | +3.9% | +0.2% |
| 3M | -6.3% | +4.4% | -10.8% | -8.6% |
| 6M | +21.8% | +7.2% | +14.6% | +17.3% |
| YTD | +22.0% | +16.1% | +5.9% | +13.3% |
| 1Y | +25.3% | +0.1% | +25.2% | +22.5% |
| 3Y | +112.1% | +28.3% | +83.8% | +84.2% |
| 5Y | +76.2% | +30.5% | +45.8% | +48.4% |
| 10Y | +340.1% | +139.1% | +201.0% | +184.0% |
| All | +599.3% | +429.5% | +169.8% | +262.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling