-8.8%
USAR vs MTUM
+29.9%
-38.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.8% |
| 7D | -4.4% | +4.1% | -8.5% | -11.5% |
| 30D | -10.4% | +0.6% | -11.0% | -11.8% |
| 3M | -18.4% | -0.6% | -17.7% | -20.4% |
| 6M | -8.8% | +25.3% | -34.2% | -46.6% |
| All | -8.8% | +29.9% | -38.7% | -46.6% |
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