+51.2%
RSP vs MTUM
+78.7%
-27.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.3% |
| 30D | -2.8% | -2.4% | -0.4% | -1.7% |
| 3M | +2.8% | -3.6% | +6.5% | +3.7% |
| 6M | +10.2% | +23.7% | -13.5% | -5.3% |
| YTD | +13.1% | +22.9% | -9.8% | -2.8% |
| 1Y | +14.8% | +21.8% | -7.0% | -0.9% |
| 3Y | +52.6% | +114.4% | -61.8% | -13.1% |
| All | +51.2% | +78.7% | -27.5% | -5.0% |
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