+25.3%
MTUM vs MSTU
-92.8%
+118.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.0% |
| 7D | +1.7% | +21.3% | -19.6% | +0.2% |
| 30D | -1.7% | +90.8% | -92.5% | -6.4% |
| 3M | -6.3% | -6.8% | +0.4% | -7.4% |
| 6M | +21.8% | -39.8% | +61.7% | +22.2% |
| YTD | +22.0% | -55.7% | +77.7% | +21.2% |
| 1Y | +25.3% | -92.7% | +118.0% | +35.4% |
| All | +25.3% | -92.8% | +118.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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