+25.3%
MTUM vs NSC
+20.4%
+5.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +1.7% | -5.5% | +7.2% | +2.1% |
| 30D | -1.7% | -3.2% | +1.6% | -1.4% |
| 3M | -6.3% | +7.7% | -14.0% | -7.1% |
| 6M | +21.8% | +4.5% | +17.3% | +20.4% |
| YTD | +22.0% | +15.6% | +6.5% | +19.5% |
| 1Y | +25.3% | +19.8% | +5.5% | +23.8% |
| All | +25.3% | +20.4% | +5.0% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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