+337.3%
MAR vs OUST
-64.1%
+401.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -1.0% |
| 7D | +4.3% | +17.0% | -12.7% | +3.2% |
| 30D | +16.8% | -16.5% | +33.3% | +17.7% |
| 3M | +16.0% | -23.7% | +39.7% | +17.2% |
| 6M | +16.5% | +18.4% | -1.9% | +11.9% |
| YTD | +35.0% | +60.8% | -25.8% | +26.2% |
| 1Y | +49.4% | +44.2% | +5.2% | +40.2% |
| 3Y | +124.1% | +668.1% | -544.0% | +74.8% |
| 5Y | +159.2% | -48.8% | +208.0% | +128.0% |
| All | +337.3% | -64.1% | +401.4% | +298.2% |
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