+55.3%
TOST vs MTUM
-10.9%
+66.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.1% |
| 7D | 0.0% | +6.6% | -6.6% | +1.3% |
| 30D | +16.2% | -10.8% | +27.0% | +13.9% |
| 3M | -1.5% | -13.8% | +12.3% | -3.8% |
| 6M | +55.3% | -10.7% | +66.0% | +49.7% |
| All | +55.3% | -10.9% | +66.2% | +49.7% |
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