+582.7%
MTUM vs NWSA
+120.6%
+462.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | +1.2% | -4.8% | +6.0% | +2.8% |
| 30D | -1.7% | +3.0% | -4.6% | -2.7% |
| 3M | -0.5% | +9.3% | -9.8% | -4.2% |
| 6M | +22.3% | +23.2% | -0.8% | +12.7% |
| YTD | +21.4% | +13.3% | +8.0% | +14.6% |
| 1Y | +20.0% | +2.9% | +17.1% | +16.9% |
| 3Y | +113.0% | +43.3% | +69.6% | +84.0% |
| 5Y | +77.3% | +40.9% | +36.4% | +50.8% |
| 10Y | +350.5% | +148.1% | +202.4% | +195.4% |
| All | +582.7% | +120.6% | +462.1% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling