+91.8%
MA vs OUST
-64.1%
+155.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.1% |
| 7D | +2.3% | +17.0% | -14.7% | +1.6% |
| 30D | +14.7% | -16.5% | +31.2% | +15.3% |
| 3M | +13.5% | -23.7% | +37.2% | +14.3% |
| 6M | +33.1% | +18.4% | +14.7% | +29.3% |
| YTD | +15.1% | +60.8% | -45.7% | +9.3% |
| 1Y | +18.7% | +44.2% | -25.5% | +13.2% |
| 3Y | +72.1% | +668.1% | -596.0% | +40.6% |
| 5Y | +92.8% | -48.8% | +141.6% | +74.4% |
| All | +91.8% | -64.1% | +155.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling