+77.3%
MTUM vs S
-70.4%
+147.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -1.7% | -11.8% | +10.1% | -0.2% |
| 3M | -0.5% | +33.9% | -34.4% | -5.1% |
| 6M | +22.3% | +40.1% | -17.8% | +15.1% |
| YTD | +21.4% | +32.1% | -10.7% | +14.8% |
| 1Y | +20.0% | +11.0% | +9.0% | +16.1% |
| 3Y | +113.0% | +16.9% | +96.0% | +100.1% |
| 5Y | +77.3% | -68.9% | +146.2% | +88.5% |
| All | +77.3% | -70.4% | +147.7% | +88.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling