-0.6%
MTUM vs QS
-32.3%
+31.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +1.8% |
| 7D | +4.1% | -4.2% | +8.3% | +5.2% |
| 30D | +0.6% | -15.7% | +16.3% | +4.9% |
| 3M | -0.6% | -28.7% | +28.0% | +7.6% |
| All | -0.6% | -32.3% | +31.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3mo: compounded portfolio wealth divided by compounded QS 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…
3mo analysis · Full analysis span regression · Available span rolling