+115.3%
SPOT vs MTUM
+78.7%
+36.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.7% |
| 30D | +7.4% | -2.4% | +9.8% | +8.9% |
| 3M | +8.2% | -3.6% | +11.8% | +7.6% |
| 6M | +2.2% | +23.7% | -21.4% | -23.4% |
| YTD | -9.5% | +22.9% | -32.4% | -32.2% |
| 1Y | -23.8% | +21.8% | -45.6% | -42.6% |
| 3Y | +233.5% | +114.4% | +119.0% | +22.7% |
| All | +115.3% | +78.7% | +36.6% | +0.3% |
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