+116.8%
MTUM vs OUST
+645.3%
-528.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.7% | +1.0% |
| 7D | +4.1% | +12.7% | -8.6% | +2.8% |
| 30D | -0.2% | -13.6% | +13.4% | +1.1% |
| 3M | -1.9% | -8.3% | +6.4% | -2.3% |
| 6M | +28.1% | +85.0% | -56.9% | +19.1% |
| YTD | +23.6% | +73.2% | -49.7% | +15.0% |
| 1Y | +26.1% | +32.5% | -6.3% | +18.6% |
| 3Y | +116.8% | +643.8% | -527.0% | +71.5% |
| All | +116.8% | +645.3% | -528.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling