+349.7%
MAR vs OUST
-60.6%
+410.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +2.9% | +31.9% | -29.0% | +1.1% |
| 30D | +17.0% | -4.2% | +21.3% | +16.9% |
| 3M | +23.2% | -9.3% | +32.4% | +23.1% |
| 6M | +21.7% | +51.7% | -29.9% | +15.2% |
| YTD | +38.9% | +76.6% | -37.8% | +29.0% |
| 1Y | +48.7% | +48.9% | -0.2% | +39.4% |
| 3Y | +122.9% | +675.3% | -552.4% | +74.2% |
| 5Y | +177.5% | -44.0% | +221.5% | +142.7% |
| All | +349.7% | -60.6% | +410.3% | +307.1% |
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 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