+1,088.3%
VST vs MTUM
+306.7%
+781.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +19.2% | +10.8% | +8.4% | +8.9% |
| 30D | -17.2% | -11.4% | -5.8% | -7.5% |
| 3M | -8.1% | -11.7% | +3.5% | +3.0% |
| 6M | -8.1% | -8.2% | +0.1% | -1.5% |
| YTD | -16.3% | +11.3% | -27.5% | -24.4% |
| 1Y | -24.1% | +11.0% | -35.1% | -31.2% |
| 3Y | +300.2% | +93.2% | +207.0% | +159.4% |
| 5Y | +645.9% | +54.8% | +591.1% | +446.8% |
| 10Y | +1,152.2% | +316.2% | +835.9% | +391.3% |
| All | +1,088.3% | +306.7% | +781.7% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling