+363.7%
RSP vs MTUM
+608.1%
-244.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.9% |
| 7D | -0.4% | +4.1% | -4.5% | -3.1% |
| 30D | -1.5% | -0.2% | -1.3% | -1.6% |
| 3M | +4.8% | -1.9% | +6.7% | +4.4% |
| 6M | +10.3% | +28.1% | -17.8% | -9.9% |
| YTD | +14.1% | +23.6% | -9.5% | -4.7% |
| 1Y | +17.0% | +26.1% | -9.1% | -4.0% |
| 3Y | +54.2% | +116.8% | -62.7% | -17.7% |
| 5Y | +51.5% | +80.0% | -28.5% | -7.6% |
| 10Y | +204.4% | +346.4% | -142.0% | -15.4% |
| All | +363.7% | +608.1% | -244.4% | -11.5% |
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 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