+120.1%
MAR vs OUST
+594.6%
-474.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.5% | +8.2% | 0.0% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +13.8% | +5.1% | +8.8% | +13.2% |
| 3M | +20.3% | -25.8% | +46.1% | +21.4% |
| 6M | +21.3% | -2.0% | +23.3% | +18.5% |
| YTD | +37.2% | +54.7% | -17.5% | +28.6% |
| 1Y | +48.4% | +48.8% | -0.4% | +39.1% |
| 3Y | +120.1% | +607.8% | -487.7% | +71.5% |
| All | +120.1% | +594.6% | -474.5% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling