+78.7%
MTUM vs OUST
-64.1%
+142.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +14.0% | -12.2% | +0.6% |
| 7D | -10.2% | +17.0% | -27.2% | -11.6% |
| 30D | -20.9% | -16.5% | -4.4% | -19.9% |
| 3M | -17.1% | -23.7% | +6.6% | -15.6% |
| 6M | -14.5% | +18.4% | -32.9% | -17.2% |
| YTD | +2.3% | +60.8% | -58.5% | -3.9% |
| 1Y | +4.0% | +44.2% | -40.2% | -1.7% |
| 3Y | +80.7% | +668.1% | -587.4% | +43.0% |
| 5Y | +40.1% | -48.8% | +88.9% | +33.2% |
| All | +78.7% | -64.1% | +142.8% | +76.2% |
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