+57.8%
SO vs MTUM
+78.7%
-20.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.7% |
| 7D | -1.1% | +0.7% | -1.8% | -1.1% |
| 30D | -5.0% | -2.4% | -2.6% | -4.9% |
| 3M | -5.8% | -3.6% | -2.1% | -5.7% |
| 6M | -7.9% | +23.7% | -31.6% | -10.2% |
| YTD | +2.4% | +22.9% | -20.5% | -0.1% |
| 1Y | -2.3% | +21.8% | -24.0% | -4.6% |
| 3Y | +41.9% | +114.4% | -72.6% | +21.8% |
| All | +57.8% | +78.7% | -20.9% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling