+116.8%
MTUM vs MOS
-21.8%
+138.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +0.9% |
| 7D | +4.1% | +7.1% | -3.0% | +3.2% |
| 30D | -0.2% | +15.0% | -15.3% | -2.0% |
| 3M | -1.9% | +24.1% | -26.0% | -4.9% |
| 6M | +28.1% | +2.7% | +25.4% | +26.5% |
| YTD | +23.6% | +12.2% | +11.4% | +20.2% |
| 1Y | +26.1% | -16.3% | +42.4% | +27.9% |
| 3Y | +116.8% | -23.3% | +140.1% | +114.1% |
| All | +116.8% | -21.8% | +138.7% | +114.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling