+54.5%
USAR vs MTUM
+116.4%
-61.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -4.0% |
| 7D | -11.6% | +0.7% | -12.4% | -12.1% |
| 30D | -15.5% | -2.4% | -13.0% | -13.7% |
| 3M | -31.0% | -3.6% | -27.4% | -28.3% |
| 6M | -26.2% | +23.7% | -49.9% | -30.7% |
| YTD | +30.8% | +22.9% | +7.8% | +23.3% |
| 1Y | +7.1% | +21.8% | -14.7% | +0.9% |
| 3Y | +53.0% | +114.4% | -61.4% | +48.9% |
| All | +54.5% | +116.4% | -61.9% | +50.4% |
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