+114.6%
ROST vs MTUM
+78.7%
+36.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +1.0% | +1.6% |
| 7D | +0.2% | +0.7% | -0.5% | -0.2% |
| 30D | -6.9% | -2.4% | -4.4% | -5.8% |
| 3M | -3.3% | -3.6% | +0.3% | -2.8% |
| 6M | +9.0% | +23.7% | -14.6% | -8.0% |
| YTD | +28.9% | +22.9% | +6.0% | +8.8% |
| 1Y | +54.0% | +21.8% | +32.2% | +30.6% |
| 3Y | +100.7% | +114.4% | -13.7% | +4.0% |
| All | +114.6% | +78.7% | +36.0% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling