+113.2%
MTUM vs OUST
-62.4%
+175.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | +1.7% | +5.2% | -3.5% | +1.3% |
| 30D | -1.7% | -19.3% | +17.6% | 0.0% |
| 3M | -6.3% | -22.6% | +16.3% | -5.4% |
| 6M | +21.8% | +62.8% | -40.9% | +15.2% |
| YTD | +22.0% | +68.3% | -46.3% | +14.7% |
| 1Y | +25.3% | +28.5% | -3.2% | +19.0% |
| 3Y | +112.1% | +554.0% | -441.9% | +69.9% |
| 5Y | +76.2% | -56.2% | +132.4% | +70.1% |
| All | +113.2% | -62.4% | +175.6% | +110.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling