+609.5%
MTUM vs VSH
+231.3%
+378.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +4.1% | +3.5% | +0.6% | +3.0% |
| 30D | +0.6% | -4.4% | +5.0% | +1.8% |
| 3M | -0.6% | -45.8% | +45.2% | +17.5% |
| 6M | +25.3% | +90.1% | -64.8% | -0.9% |
| YTD | +23.8% | +120.3% | -96.5% | -7.1% |
| 1Y | +25.4% | +112.2% | -86.9% | -5.6% |
| 3Y | +117.3% | +36.6% | +80.7% | +79.0% |
| 5Y | +79.7% | +67.0% | +12.6% | +34.9% |
| 10Y | +359.6% | +179.5% | +180.1% | +172.5% |
| All | +609.5% | +231.3% | +378.2% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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