+129.5%
MTUM vs MSFU
+70.7%
+58.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +4.1% | -2.3% | +6.5% | +4.5% |
| 30D | +0.6% | -6.3% | +6.9% | +1.6% |
| 3M | -0.6% | +40.0% | -40.6% | -7.7% |
| 6M | +25.3% | +30.1% | -4.7% | +16.6% |
| YTD | +23.8% | -10.3% | +34.1% | +24.4% |
| 1Y | +25.4% | -19.0% | +44.4% | +28.8% |
| 3Y | +117.3% | +25.8% | +91.5% | +94.5% |
| All | +129.5% | +70.7% | +58.8% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling