+349.5%
MTUM vs SPXS
-99.6%
+449.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.4% |
| 7D | +0.7% | +2.5% | -1.8% | +1.6% |
| 30D | -2.4% | +4.2% | -6.6% | -0.9% |
| 3M | -3.6% | -9.3% | +5.7% | -5.9% |
| 6M | +23.7% | -30.7% | +54.4% | +11.7% |
| YTD | +22.9% | -28.1% | +51.0% | +13.2% |
| 1Y | +21.8% | -35.1% | +56.8% | +9.3% |
| 3Y | +114.4% | -79.6% | +194.0% | +45.3% |
| 5Y | +79.6% | -86.3% | +165.8% | +24.2% |
| All | +349.5% | -99.6% | +449.0% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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