+100.7%
ROST vs MTUM
+114.7%
-14.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.9% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -6.9% | -2.4% | -4.4% | -6.2% |
| 3M | -3.3% | -3.6% | +0.3% | -2.9% |
| 6M | +9.0% | +23.7% | -14.6% | -2.8% |
| YTD | +28.9% | +22.9% | +6.0% | +15.0% |
| 1Y | +54.0% | +21.8% | +32.2% | +37.8% |
| 3Y | +100.7% | +114.4% | -13.7% | +29.7% |
| All | +100.7% | +114.7% | -14.0% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling