+311.3%
MTUM vs MOS
-3.5%
+314.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | +6.6% | -2.0% | +8.6% | +6.9% |
| 30D | -10.8% | +15.3% | -26.1% | -13.2% |
| 3M | -13.8% | +1.5% | -15.3% | -14.6% |
| 6M | -10.7% | -2.0% | -8.7% | -11.3% |
| YTD | +9.1% | -6.5% | +15.6% | +8.2% |
| 1Y | +11.4% | -11.1% | +22.4% | +11.2% |
| 3Y | +88.8% | -30.3% | +119.1% | +92.7% |
| 5Y | +51.7% | -33.5% | +85.2% | +50.9% |
| All | +311.3% | -3.5% | +314.8% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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