-73.5%
OPEN vs MTUM
+21.2%
-94.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -1.5% |
| 7D | -11.4% | +0.7% | -12.1% | -12.0% |
| 30D | -20.1% | -2.4% | -17.6% | -18.2% |
| 3M | -37.6% | -3.6% | -33.9% | -37.5% |
| 6M | -47.1% | +23.7% | -70.7% | -65.3% |
| YTD | -52.1% | +22.9% | -75.1% | -68.7% |
| 1Y | -73.5% | +21.8% | -95.2% | -81.2% |
| All | -73.5% | +21.2% | -94.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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