+79.1%
MTUM vs STT
+156.7%
-77.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.7% | -0.4% | +1.2% | +0.9% |
| 30D | -2.4% | +1.7% | -4.2% | -3.1% |
| 3M | -3.6% | +17.9% | -21.5% | -9.7% |
| 6M | +23.7% | +55.3% | -31.6% | +4.3% |
| YTD | +22.9% | +52.7% | -29.7% | +4.1% |
| 1Y | +21.8% | +75.7% | -53.9% | -2.4% |
| 3Y | +114.4% | +197.9% | -83.5% | +40.7% |
| All | +79.1% | +156.7% | -77.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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