+608.1%
MTUM vs STLA
+177.1%
+431.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.9% |
| 7D | +4.1% | +0.7% | +3.4% | +3.9% |
| 30D | -0.2% | -2.4% | +2.2% | 0.0% |
| 3M | -1.9% | -23.9% | +22.0% | +3.2% |
| 6M | +28.1% | -24.6% | +52.7% | +34.6% |
| YTD | +23.6% | -50.5% | +74.1% | +39.8% |
| 1Y | +26.1% | -39.8% | +66.0% | +35.7% |
| 3Y | +116.8% | -65.6% | +182.5% | +155.0% |
| 5Y | +80.0% | -62.1% | +142.1% | +102.6% |
| 10Y | +346.4% | +47.8% | +298.6% | +292.7% |
| All | +608.1% | +177.1% | +431.1% | +552.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling