+55.7%
ZTS vs MTUM
+357.8%
-302.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.6% |
| 7D | -3.7% | +0.7% | -4.5% | -4.2% |
| 30D | -0.8% | -2.4% | +1.7% | +0.4% |
| 3M | -9.7% | -3.6% | -6.1% | -9.6% |
| 6M | -38.4% | +23.7% | -62.1% | -48.4% |
| YTD | -41.1% | +22.9% | -64.0% | -50.7% |
| 1Y | -50.6% | +21.8% | -72.4% | -58.4% |
| 3Y | -59.1% | +114.4% | -173.6% | -78.3% |
| 5Y | -62.7% | +79.6% | -142.3% | -77.4% |
| All | +55.7% | +357.8% | -302.1% | -56.3% |
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 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