+79.1%
MTUM vs VTRS
+47.1%
+32.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.7% | -2.2% | +2.9% | +1.1% |
| 30D | -2.4% | +3.3% | -5.8% | -3.0% |
| 3M | -3.6% | +2.0% | -5.6% | -4.3% |
| 6M | +23.7% | +19.9% | +3.7% | +18.8% |
| YTD | +22.9% | +35.7% | -12.8% | +15.2% |
| 1Y | +21.8% | +68.1% | -46.3% | +9.4% |
| 3Y | +114.4% | +87.1% | +27.4% | +82.3% |
| All | +79.1% | +47.1% | +32.0% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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