+60.1%
MTUM vs MSTU
-87.2%
+147.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.5% |
| 7D | +4.1% | +12.9% | -8.8% | +3.0% |
| 30D | +0.6% | +68.3% | -67.7% | -3.5% |
| 3M | -0.6% | +0.4% | -1.0% | -2.6% |
| 6M | +25.3% | -41.5% | +66.9% | +25.4% |
| YTD | +23.8% | -61.7% | +85.5% | +24.3% |
| 1Y | +25.4% | -93.7% | +119.0% | +38.2% |
| All | +60.1% | -87.2% | +147.3% | +65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling