+345.9%
MAR vs OUST
-62.3%
+408.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.2% | -0.8% |
| 7D | +1.8% | +19.9% | -18.2% | +0.6% |
| 30D | +14.3% | +3.6% | +10.7% | +13.7% |
| 3M | +20.0% | -20.6% | +40.6% | +20.9% |
| 6M | +21.7% | +35.1% | -13.3% | +16.1% |
| YTD | +37.7% | +69.1% | -31.4% | +28.2% |
| 1Y | +46.8% | +49.9% | -3.1% | +37.5% |
| 3Y | +121.0% | +642.4% | -521.4% | +73.1% |
| 5Y | +183.1% | -48.3% | +231.4% | +148.5% |
| All | +345.9% | -62.3% | +408.2% | +304.7% |
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