+127.9%
MTUM vs MSFU
+73.2%
+54.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.0% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -3.6% | +51.9% | -55.5% | -11.9% |
| 6M | +23.7% | +35.0% | -11.3% | +14.2% |
| YTD | +22.9% | -9.0% | +31.9% | +23.2% |
| 1Y | +21.8% | -18.8% | +40.6% | +25.1% |
| 3Y | +114.4% | +25.5% | +88.9% | +92.1% |
| All | +127.9% | +73.2% | +54.7% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling