-9.4%
MTUM vs MOS
+6.1%
-15.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.8% |
| 7D | +1.5% | +5.5% | -3.9% | +1.4% |
| 30D | -12.1% | +21.0% | -33.0% | -12.8% |
| 3M | -10.0% | -0.5% | -9.5% | -8.5% |
| 6M | -9.4% | +6.6% | -16.0% | -10.7% |
| All | -9.4% | +6.1% | -15.5% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling