+114.4%
MTUM vs NTRS
+168.2%
-53.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.2% |
| 30D | -2.4% | -0.7% | -1.8% | -2.2% |
| 3M | -3.6% | +11.3% | -15.0% | -7.8% |
| 6M | +23.7% | +35.5% | -11.9% | +9.1% |
| YTD | +22.9% | +40.6% | -17.7% | +6.7% |
| 1Y | +21.8% | +49.2% | -27.4% | +3.1% |
| 3Y | +114.4% | +167.2% | -52.8% | +46.7% |
| All | +114.4% | +168.2% | -53.7% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling