+153.1%
SO vs MTUM
+357.8%
-204.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -1.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -5.0% | -2.4% | -2.6% | -4.4% |
| 3M | -5.8% | -3.6% | -2.1% | -5.4% |
| 6M | -7.9% | +23.7% | -31.6% | -15.6% |
| YTD | +2.4% | +22.9% | -20.5% | -6.2% |
| 1Y | -2.3% | +21.8% | -24.0% | -10.4% |
| 3Y | +41.9% | +114.4% | -72.6% | -0.6% |
| 5Y | +58.1% | +79.6% | -21.5% | +18.7% |
| All | +153.1% | +357.8% | -204.7% | +9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling