+76.9%
MTUM vs STLA
-63.7%
+140.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +1.2% | -3.8% | +5.1% | +2.0% |
| 30D | -1.7% | -3.1% | +1.4% | -1.3% |
| 3M | -0.5% | -19.6% | +19.2% | +3.8% |
| 6M | +22.3% | -23.5% | +45.8% | +28.6% |
| YTD | +21.4% | -51.5% | +72.9% | +39.0% |
| 1Y | +20.0% | -39.7% | +59.7% | +28.8% |
| 3Y | +113.0% | -66.3% | +179.3% | +153.3% |
| All | +76.9% | -63.7% | +140.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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