+21.8%
MTUM vs MSFU
-19.1%
+40.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +0.7% | -1.8% | +2.5% | +0.8% |
| 30D | -2.4% | +0.5% | -2.9% | -2.5% |
| 3M | -3.6% | +51.9% | -55.5% | -5.1% |
| 6M | +23.7% | +35.0% | -11.3% | +21.2% |
| YTD | +22.9% | -9.0% | +31.9% | +24.7% |
| 1Y | +21.8% | -18.8% | +40.6% | +26.9% |
| All | +21.8% | -19.1% | +40.9% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling