-74.8%
MTUM vs OSCR
+93.2%
-168.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -77.1% | -5.7% | -71.3% | -76.3% |
| 7D | -79.0% | +7.8% | -86.8% | -78.4% |
| 30D | -80.7% | +2.6% | -83.3% | -80.1% |
| 3M | -79.8% | +10.2% | -90.0% | -79.2% |
| 6M | -78.4% | +84.9% | -163.4% | -78.9% |
| YTD | -74.9% | +130.9% | -205.8% | -76.3% |
| 1Y | -74.8% | +94.8% | -169.6% | -76.1% |
| All | -74.8% | +93.2% | -168.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling