+116.3%
MTUM vs OUST
-62.6%
+178.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.5% |
| 7D | +4.1% | +4.0% | +0.1% | +3.8% |
| 30D | +0.6% | -14.0% | +14.6% | +1.8% |
| 3M | -0.6% | -5.9% | +5.3% | -1.1% |
| 6M | +25.3% | +76.4% | -51.0% | +17.8% |
| YTD | +23.8% | +67.5% | -43.7% | +16.4% |
| 1Y | +25.4% | +27.1% | -1.7% | +19.1% |
| 3Y | +117.3% | +619.0% | -501.8% | +73.0% |
| 5Y | +79.7% | -54.9% | +134.6% | +73.1% |
| All | +116.3% | -62.6% | +178.9% | +113.5% |
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