+114.4%
MTUM vs RSG
+57.7%
+56.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -2.4% | +4.0% | -6.4% | -2.5% |
| 3M | -3.6% | +7.4% | -11.0% | -4.2% |
| 6M | +23.7% | +0.1% | +23.6% | +24.8% |
| YTD | +22.9% | +6.0% | +16.9% | +21.7% |
| 1Y | +21.8% | -3.0% | +24.7% | +24.4% |
| 3Y | +114.4% | +56.5% | +58.0% | +90.4% |
| All | +114.4% | +57.7% | +56.7% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling