+349.5%
MTUM vs QSR
+135.2%
+214.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.7% | -4.0% | +4.7% | +2.0% |
| 30D | -2.4% | +2.8% | -5.2% | -3.4% |
| 3M | -3.6% | +5.1% | -8.7% | -5.6% |
| 6M | +23.7% | +8.8% | +14.9% | +19.3% |
| YTD | +22.9% | +14.8% | +8.1% | +16.0% |
| 1Y | +21.8% | +25.7% | -4.0% | +11.1% |
| 3Y | +114.4% | +27.5% | +86.9% | +91.4% |
| 5Y | +79.6% | +41.3% | +38.3% | +52.8% |
| All | +349.5% | +135.2% | +214.3% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling