+72.9%
MA vs OUST
+537.2%
-464.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.0% | +6.5% | -2.3% |
| 7D | +3.2% | -5.0% | +8.2% | +3.3% |
| 30D | +15.9% | -32.0% | +48.0% | +16.8% |
| 3M | +15.2% | -32.4% | +47.5% | +15.9% |
| 6M | +32.4% | +6.7% | +25.7% | +30.0% |
| YTD | +15.6% | +41.0% | -25.4% | +11.8% |
| 1Y | +19.3% | +18.0% | +1.3% | +16.0% |
| All | +72.9% | +537.2% | -464.2% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling