+48.7%
MAR vs OUST
+41.3%
+7.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | +2.9% | +31.9% | -29.0% | +2.7% |
| 30D | +17.0% | -4.2% | +21.3% | +17.1% |
| 3M | +23.2% | -9.3% | +32.4% | +23.2% |
| 6M | +21.7% | +51.7% | -29.9% | +16.9% |
| YTD | +38.9% | +76.6% | -37.8% | +32.9% |
| 1Y | +48.7% | +48.9% | -0.2% | +42.1% |
| All | +48.7% | +41.3% | +7.4% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling