+25.3%
MTUM vs S
+10.1%
+15.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +1.7% | -7.7% | +9.4% | +2.1% |
| 30D | -1.7% | -5.3% | +3.7% | -1.5% |
| 3M | -6.3% | +20.3% | -26.6% | -7.3% |
| 6M | +21.8% | +47.4% | -25.5% | +17.9% |
| YTD | +22.0% | +32.5% | -10.5% | +19.1% |
| 1Y | +25.3% | +9.5% | +15.8% | +24.0% |
| All | +25.3% | +10.1% | +15.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling