+10.2%
MTUM vs VSXY
+210.1%
-199.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +8.4% | -10.3% | -2.6% |
| 7D | -10.1% | +14.2% | -24.3% | -11.1% |
| 30D | -15.6% | +21.9% | -37.4% | -16.9% |
| 3M | -12.7% | +22.1% | -34.9% | -14.4% |
| 6M | -3.7% | +116.7% | -120.4% | -11.5% |
| YTD | +9.4% | +101.1% | -91.7% | +0.6% |
| 1Y | +10.2% | +208.0% | -197.8% | -1.3% |
| All | +10.2% | +210.1% | -199.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling