+125.0%
MTUM vs MSFU
+71.2%
+53.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.2% | -6.9% | +8.2% | +2.5% |
| 30D | -1.7% | -5.1% | +3.4% | -1.0% |
| 3M | -0.5% | +44.6% | -45.1% | -8.2% |
| 6M | +22.3% | +32.8% | -10.5% | +13.3% |
| YTD | +21.4% | -10.1% | +31.4% | +21.9% |
| 1Y | +20.0% | -19.4% | +39.4% | +23.4% |
| 3Y | +113.0% | +26.2% | +86.8% | +90.5% |
| All | +125.0% | +71.2% | +53.8% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling