+79.7%
MTUM vs SUI
-33.5%
+113.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.5% |
| 7D | +4.1% | -4.3% | +8.4% | +5.0% |
| 30D | +0.6% | -2.1% | +2.8% | +1.0% |
| 3M | -0.6% | -6.1% | +5.5% | +0.2% |
| 6M | +25.3% | -12.8% | +38.1% | +28.6% |
| YTD | +23.8% | -4.6% | +28.4% | +24.2% |
| 1Y | +25.4% | -7.7% | +33.1% | +26.6% |
| 3Y | +117.3% | +10.9% | +106.3% | +104.0% |
| 5Y | +79.7% | -32.4% | +112.1% | +107.2% |
| All | +79.7% | -33.5% | +113.2% | +107.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling