+87.0%
MTUM vs OUST
-60.6%
+147.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -4.1% | +31.9% | -36.0% | -6.6% |
| 30D | -16.6% | -4.2% | -12.4% | -16.6% |
| 3M | -13.0% | -9.3% | -3.7% | -12.8% |
| 6M | -11.3% | +51.7% | -62.9% | -15.8% |
| YTD | +7.1% | +76.6% | -69.6% | -0.3% |
| 1Y | +6.4% | +48.9% | -42.5% | +0.1% |
| 3Y | +85.9% | +675.3% | -589.4% | +46.9% |
| 5Y | +50.0% | -44.0% | +94.0% | +41.6% |
| All | +87.0% | -60.6% | +147.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling