+609.5%
MTUM vs MSI
+817.1%
-207.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +4.1% | -4.0% | +8.1% | +5.9% |
| 30D | +0.6% | -0.5% | +1.1% | +0.6% |
| 3M | -0.6% | +11.4% | -12.0% | -5.8% |
| 6M | +25.3% | +1.0% | +24.4% | +23.2% |
| YTD | +23.8% | +20.7% | +3.2% | +11.9% |
| 1Y | +25.4% | -2.7% | +28.1% | +24.4% |
| 3Y | +117.3% | +68.2% | +49.1% | +66.3% |
| 5Y | +79.7% | +100.0% | -20.3% | +25.3% |
| 10Y | +359.6% | +596.9% | -237.3% | +93.5% |
| All | +609.5% | +817.1% | -207.7% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling