+25.3%
MTUM vs RSG
-3.6%
+28.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.9% |
| 30D | -1.7% | +7.6% | -9.2% | +2.7% |
| 3M | -6.3% | +7.4% | -13.8% | -2.2% |
| 6M | +21.8% | -3.3% | +25.1% | +24.8% |
| YTD | +22.0% | +6.0% | +16.0% | +27.3% |
| 1Y | +25.3% | -3.7% | +29.0% | +30.7% |
| All | +25.3% | -3.6% | +28.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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