-48.1%
TOST vs MTUM
+84.3%
-132.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.7% |
| 7D | -4.7% | +4.1% | -8.8% | -8.9% |
| 30D | -9.1% | +0.6% | -9.7% | -10.2% |
| 3M | +29.8% | -0.6% | +30.4% | +24.1% |
| 6M | +10.0% | +25.3% | -15.3% | -26.6% |
| YTD | -8.6% | +23.8% | -32.4% | -38.7% |
| 1Y | -20.7% | +25.4% | -46.1% | -48.0% |
| 3Y | +55.7% | +117.3% | -61.6% | -59.6% |
| All | -48.1% | +84.3% | -132.4% | -79.5% |
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 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