+87.4%
MTUM vs S
-57.1%
+144.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -2.4% | -11.4% | +9.0% | -1.1% |
| 3M | -3.6% | +33.8% | -37.5% | -8.0% |
| 6M | +23.7% | +39.5% | -15.8% | +16.7% |
| YTD | +22.9% | +31.7% | -8.8% | +16.6% |
| 1Y | +21.8% | +7.0% | +14.8% | +18.6% |
| 3Y | +114.4% | +11.8% | +102.7% | +103.3% |
| 5Y | +79.6% | -69.0% | +148.6% | +87.2% |
| All | +87.4% | -57.1% | +144.4% | +94.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling