+114.4%
MTUM vs PSKY
-18.9%
+133.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.2% |
| 7D | +0.7% | -2.4% | +3.1% | +0.8% |
| 30D | -2.4% | +11.6% | -14.0% | -2.7% |
| 3M | -3.6% | +1.5% | -5.2% | -3.7% |
| 6M | +23.7% | +7.7% | +16.0% | +23.3% |
| YTD | +22.9% | -20.1% | +43.0% | +23.4% |
| 1Y | +21.8% | -38.3% | +60.0% | +23.0% |
| 3Y | +114.4% | -17.7% | +132.2% | +110.1% |
| All | +114.4% | -18.9% | +133.4% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling