+525.0%
MTUM vs PAAS
+297.2%
+227.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | +6.6% | -8.9% | +15.5% | +7.6% |
| 30D | -10.8% | -11.4% | +0.6% | -9.8% |
| 3M | -13.8% | -20.4% | +6.7% | -12.1% |
| 6M | -10.7% | -40.7% | +30.0% | -6.7% |
| YTD | +9.1% | -26.9% | +36.0% | +11.3% |
| 1Y | +11.4% | -3.1% | +14.4% | +10.8% |
| 3Y | +88.8% | +199.3% | -110.4% | +68.5% |
| 5Y | +51.7% | +48.3% | +3.4% | +40.8% |
| 10Y | +307.9% | +197.6% | +110.3% | +261.9% |
| All | +525.0% | +297.2% | +227.8% | +447.3% |
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