+608.1%
MTUM vs PAAS
+440.3%
+167.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +4.1% | +2.0% | +2.1% | +3.9% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | -1.9% | +8.2% | -10.2% | -2.9% |
| 6M | +28.1% | -13.8% | +41.9% | +29.2% |
| YTD | +23.6% | -0.6% | +24.2% | +22.7% |
| 1Y | +26.1% | +44.0% | -17.9% | +20.9% |
| 3Y | +116.8% | +246.6% | -129.7% | +90.3% |
| 5Y | +80.0% | +116.1% | -36.1% | +61.7% |
| 10Y | +346.4% | +202.7% | +143.7% | +287.6% |
| All | +608.1% | +440.3% | +167.9% | +503.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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