+9.8%
RSP vs MTUM
-10.9%
+20.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | +2.4% | +6.6% | -4.3% | +1.6% |
| 30D | +4.3% | -10.8% | +15.1% | +5.1% |
| 3M | -0.3% | -13.8% | +13.5% | +0.8% |
| 6M | +9.8% | -10.7% | +20.5% | +9.5% |
| All | +9.8% | -10.9% | +20.7% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling