+69.9%
MA vs OUST
-62.4%
+132.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.7% | +5.2% | -7.9% | -2.9% |
| 30D | +1.5% | -19.3% | +20.8% | +2.3% |
| 3M | +20.4% | -22.6% | +43.1% | +20.5% |
| 6M | +11.1% | +62.8% | -51.6% | +6.2% |
| YTD | +2.0% | +68.3% | -66.4% | -3.0% |
| 1Y | -2.2% | +28.5% | -30.7% | -6.3% |
| 3Y | +41.9% | +554.0% | -512.2% | +17.4% |
| 5Y | +75.4% | -56.2% | +131.6% | +59.6% |
| All | +69.9% | -62.4% | +132.4% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling