+11.4%
MTUM vs OUST
+40.1%
-28.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.5% | +6.5% | -0.5% |
| 7D | +6.6% | -3.8% | +10.4% | +7.3% |
| 30D | -10.8% | +5.1% | -15.9% | -12.1% |
| 3M | -13.8% | -25.8% | +12.0% | -10.4% |
| 6M | -10.7% | -2.0% | -8.7% | -13.2% |
| YTD | +9.1% | +54.7% | -45.6% | -4.9% |
| 1Y | +11.4% | +48.8% | -37.4% | -2.9% |
| All | +11.4% | +40.1% | -28.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling