-48.9%
TOST vs MTUM
+80.7%
-129.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | +0.6% |
| 7D | -5.9% | +1.2% | -7.1% | -7.2% |
| 30D | -8.4% | -1.7% | -6.7% | -7.3% |
| 3M | +31.4% | -0.5% | +31.9% | +24.8% |
| 6M | +10.5% | +22.3% | -11.8% | -24.2% |
| YTD | -10.1% | +21.4% | -31.4% | -38.3% |
| 1Y | -19.9% | +20.0% | -40.0% | -44.3% |
| 3Y | +53.3% | +113.0% | -59.7% | -59.4% |
| All | -48.9% | +80.7% | -129.6% | -79.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling