+375.0%
RSP vs MTUM
+525.0%
-150.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.5% |
| 7D | +2.4% | +6.6% | -4.3% | -1.9% |
| 30D | +4.3% | -10.8% | +15.1% | +11.5% |
| 3M | -0.3% | -13.8% | +13.5% | +8.6% |
| 6M | +9.8% | -10.7% | +20.5% | +14.5% |
| YTD | +16.8% | +9.1% | +7.8% | +4.9% |
| 1Y | +19.5% | +11.4% | +8.1% | +5.5% |
| 3Y | +65.1% | +88.8% | -23.7% | -4.2% |
| 5Y | +48.7% | +51.7% | -3.0% | +1.2% |
| 10Y | +213.6% | +307.9% | -94.4% | -9.0% |
| All | +375.0% | +525.0% | -150.0% | -2.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling