Hi @visuarchie
That was super quick 
- Both Order and selection both, can you please clarify the start date used in your calculation of 6 month and 12 month returns.
My list ordered by rank from 1 to 30
KIRLOSENG
PURVA
JYOTICNC
AZAD
KIRLOSBROS
IFCI
TECHNOE
RTNPOWER
TVSHLTD
CHOICEIN
NETWEB
KPIGREEN
ITDCEM
THOMASCOOK
KESORAMIND
GANESHHOUC
HERITGFOOD
TIMETECHNO
WABAG
SHARDAMOTR
HGINFRA
NAVA
BASF
SENCO
VOLTAMP
ASHOKA
IIFLSEC
ARVIND
ELECTCAST
TARC
2a. I was using motilal oswal microcap250(MUTF_IN:MOTI_OSWA_NIFT_84KT56) to calculate index returns
2b. Let me clarify what I’m saying. I’m talking about daily returns, for eg when index(microcap250) is up 1% for a day and portfolio is up 1.3% for same day, I call it outperformance, else underperformance. There are days when portfolio underperform index. I wanted to confirm if you have also observed this.
Also, please check book ” Quantitative Momentum: A Practitioner’s Guide to Building a Momentum-Based Stock Selection System”
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