+79.1%
MTUM vs PSA
+13.7%
+65.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.6% | +1.1% |
| 7D | +0.7% | -1.8% | +2.5% | +1.1% |
| 30D | -2.4% | -8.4% | +5.9% | -0.4% |
| 3M | -3.6% | -7.8% | +4.2% | -2.1% |
| 6M | +23.7% | +0.8% | +22.9% | +22.3% |
| YTD | +22.9% | +16.5% | +6.4% | +16.7% |
| 1Y | +21.8% | +4.7% | +17.1% | +18.9% |
| 3Y | +114.4% | +21.1% | +93.4% | +96.5% |
| All | +79.1% | +13.7% | +65.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 5y: compounded portfolio wealth divided by compounded PSA 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…
5y analysis · Full analysis span regression · 6 months rolling