+0.8%
MTUM vs NTRS
+37.4%
-36.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.7% | -4.5% | -6.6% |
| 7D | -16.1% | -0.9% | -15.2% | -15.6% |
| 30D | -22.8% | +1.1% | -24.0% | -23.0% |
| 3M | -19.1% | -6.6% | -12.5% | -16.7% |
| 6M | -13.7% | +7.1% | -20.8% | -15.9% |
| YTD | +0.4% | +27.4% | -26.9% | -10.7% |
| 1Y | +0.8% | +36.5% | -35.8% | -13.0% |
| All | +0.8% | +37.4% | -36.6% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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