+604.3%
MTUM vs RSG
+782.3%
-178.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -2.4% | +4.0% | -6.4% | -4.4% |
| 3M | -3.6% | +7.4% | -11.0% | -7.9% |
| 6M | +23.7% | +0.1% | +23.6% | +21.7% |
| YTD | +22.9% | +6.0% | +16.9% | +16.8% |
| 1Y | +21.8% | -3.0% | +24.7% | +21.2% |
| 3Y | +114.4% | +56.5% | +58.0% | +58.8% |
| 5Y | +79.6% | +90.9% | -11.4% | +15.7% |
| 10Y | +356.2% | +428.7% | -72.5% | +55.4% |
| All | +604.3% | +782.3% | -178.0% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling