+609.5%
MTUM vs MOS
-41.0%
+650.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +4.1% | +1.7% | +2.5% | +3.8% |
| 30D | +0.6% | +11.7% | -11.0% | -1.3% |
| 3M | -0.6% | +23.2% | -23.8% | -4.3% |
| 6M | +25.3% | -1.6% | +27.0% | +24.5% |
| YTD | +23.8% | +10.8% | +13.0% | +20.3% |
| 1Y | +25.4% | -16.2% | +41.6% | +27.0% |
| 3Y | +117.3% | -24.2% | +141.5% | +119.6% |
| 5Y | +79.7% | -6.6% | +86.3% | +70.2% |
| 10Y | +359.6% | +16.3% | +343.3% | +286.0% |
| All | +609.5% | -41.0% | +650.5% | +564.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling