-0.9%
SO vs MTUM
+26.3%
-27.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.6% | -0.5% |
| 7D | -0.2% | +1.7% | -1.9% | +0.1% |
| 30D | -4.6% | -1.7% | -2.9% | -4.8% |
| 3M | -3.0% | -6.3% | +3.3% | -3.6% |
| 6M | -8.3% | +21.8% | -30.1% | -6.1% |
| YTD | +3.5% | +22.0% | -18.5% | +6.1% |
| 1Y | -0.9% | +25.3% | -26.3% | +0.8% |
| All | -0.9% | +26.3% | -27.2% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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