+349.5%
MTUM vs SUI
+101.8%
+247.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.2% | +4.9% | +2.0% |
| 30D | -2.4% | -3.3% | +0.8% | -1.5% |
| 3M | -3.6% | -8.2% | +4.5% | -1.6% |
| 6M | +23.7% | -14.5% | +38.1% | +29.0% |
| YTD | +22.9% | -5.9% | +28.8% | +24.0% |
| 1Y | +21.8% | -9.7% | +31.5% | +24.4% |
| 3Y | +114.4% | +7.7% | +106.8% | +100.6% |
| 5Y | +79.6% | -31.9% | +111.4% | +98.7% |
| All | +349.5% | +101.8% | +247.6% | +253.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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