+87.0%
MTUM vs VSXY
+37.5%
+49.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +1.0% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | -2.4% | -18.7% | +16.2% | -0.6% |
| 3M | -3.6% | -4.0% | +0.3% | -3.7% |
| 6M | +23.7% | +67.5% | -43.8% | +15.1% |
| YTD | +22.9% | +39.7% | -16.7% | +16.1% |
| 1Y | +21.8% | +180.0% | -158.2% | +6.1% |
| 3Y | +114.4% | +337.3% | -222.8% | +68.3% |
| 5Y | +79.6% | +22.7% | +56.9% | +61.4% |
| All | +87.0% | +37.5% | +49.4% | +64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling