+94.4%
MTUM vs OUST
-62.3%
+156.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.4% | +0.5% |
| 7D | +10.8% | +19.9% | -9.1% | +8.9% |
| 30D | -11.4% | +3.6% | -15.0% | -11.9% |
| 3M | -11.7% | -20.6% | +9.0% | -10.4% |
| 6M | -8.2% | +35.1% | -43.3% | -12.0% |
| YTD | +11.3% | +69.1% | -57.8% | +4.0% |
| 1Y | +11.0% | +49.9% | -38.9% | +4.5% |
| 3Y | +93.2% | +642.4% | -549.2% | +53.3% |
| 5Y | +54.8% | -48.3% | +103.1% | +47.1% |
| All | +94.4% | -62.3% | +156.6% | +90.8% |
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