+105.7%
MTUM vs OSCR
-9.0%
+114.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.6% |
| 30D | -2.4% | +10.7% | -13.1% | -3.2% |
| 3M | -3.6% | +13.4% | -17.0% | -4.9% |
| 6M | +23.7% | +144.6% | -120.9% | +14.3% |
| YTD | +22.9% | +128.0% | -105.1% | +14.0% |
| 1Y | +21.8% | +68.7% | -46.9% | +14.6% |
| 3Y | +114.4% | +398.8% | -284.3% | +76.9% |
| 5Y | +79.6% | +87.3% | -7.7% | +51.6% |
| All | +105.7% | -9.0% | +114.6% | +93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling