+188.2%
MAGS vs OUST
+542.6%
-354.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.5% |
| 7D | +1.7% | -3.8% | +5.5% | +1.9% |
| 30D | -5.8% | +5.1% | -10.8% | -6.5% |
| 3M | +0.2% | -25.8% | +26.1% | +2.1% |
| 6M | -2.7% | -2.0% | -0.6% | -5.0% |
| YTD | +4.1% | +54.7% | -50.6% | -3.6% |
| 1Y | +7.5% | +48.8% | -41.3% | -0.3% |
| 3Y | +122.0% | +607.8% | -485.8% | +75.4% |
| All | +188.2% | +542.6% | -354.4% | +131.7% |
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