+24.8%
USAR vs MTUM
+26.3%
-1.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -3.9% |
| 7D | -2.1% | +1.7% | -3.8% | -5.3% |
| 30D | +2.6% | -1.7% | +4.3% | +5.7% |
| 3M | -35.0% | -6.3% | -28.7% | -25.9% |
| 6M | -6.9% | +21.8% | -28.7% | -38.3% |
| YTD | +48.0% | +22.0% | +25.9% | -4.2% |
| 1Y | +24.8% | +25.3% | -0.5% | -8.3% |
| All | +24.8% | +26.3% | -1.5% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling