+114.4%
MTUM vs NWSA
+43.3%
+71.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.7% | -2.8% | +3.5% | +1.4% |
| 30D | -2.4% | +3.0% | -5.5% | -3.2% |
| 3M | -3.6% | +12.3% | -16.0% | -7.1% |
| 6M | +23.7% | +21.9% | +1.8% | +15.1% |
| YTD | +22.9% | +13.6% | +9.3% | +17.3% |
| 1Y | +21.8% | +0.5% | +21.3% | +22.7% |
| 3Y | +114.4% | +43.8% | +70.7% | +86.9% |
| All | +114.4% | +43.3% | +71.2% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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