+114.4%
MTUM vs QS
-24.6%
+139.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.1% |
| 7D | +0.7% | -3.6% | +4.4% | +1.0% |
| 30D | -2.4% | -17.2% | +14.8% | -0.9% |
| 3M | -3.6% | -27.0% | +23.3% | -1.5% |
| 6M | +23.7% | -24.6% | +48.2% | +26.0% |
| YTD | +22.9% | -49.3% | +72.2% | +27.9% |
| 1Y | +21.8% | -40.3% | +62.1% | +24.8% |
| 3Y | +114.4% | -23.8% | +138.3% | +108.5% |
| All | +114.4% | -24.6% | +139.0% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling