+77.3%
MTUM vs MSI
+100.4%
-23.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | -1.7% | -0.6% | -1.0% | -1.6% |
| 3M | -0.5% | +13.0% | -13.5% | -5.9% |
| 6M | +22.3% | +0.5% | +21.8% | +21.1% |
| YTD | +21.4% | +21.7% | -0.3% | +9.1% |
| 1Y | +20.0% | -2.6% | +22.6% | +20.2% |
| 3Y | +113.0% | +69.7% | +43.3% | +56.6% |
| 5Y | +77.3% | +102.8% | -25.5% | +15.0% |
| All | +77.3% | +100.4% | -23.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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