+595.4%
MTUM vs PSA
+211.8%
+383.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +1.2% | -3.6% | +4.9% | +2.5% |
| 30D | -1.7% | -9.4% | +7.7% | +1.5% |
| 3M | -0.5% | -8.2% | +7.7% | +1.8% |
| 6M | +22.3% | -1.8% | +24.2% | +22.1% |
| YTD | +21.4% | +15.7% | +5.6% | +14.1% |
| 1Y | +20.0% | +6.3% | +13.7% | +16.0% |
| 3Y | +113.0% | +21.6% | +91.4% | +91.9% |
| 5Y | +77.3% | +13.5% | +63.8% | +61.2% |
| 10Y | +350.5% | +101.3% | +249.2% | +215.7% |
| All | +595.4% | +211.8% | +383.6% | +302.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling