+112.9%
MTUM vs SN
+490.7%
-377.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +2.0% |
| 7D | +1.7% | -9.3% | +11.1% | +3.5% |
| 30D | -1.7% | -4.8% | +3.1% | -0.9% |
| 3M | -6.3% | +40.4% | -46.8% | -12.6% |
| 6M | +21.8% | +50.9% | -29.1% | +11.6% |
| YTD | +22.0% | +54.9% | -32.9% | +11.1% |
| 1Y | +25.3% | +43.0% | -17.7% | +15.4% |
| 3Y | +112.1% | +391.8% | -279.7% | +74.0% |
| All | +112.9% | +490.7% | -377.8% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 all: compounded portfolio wealth divided by compounded SN 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…
all analysis · Full analysis span regression · 6 months rolling