+164.1%
MAR vs OUST
-50.0%
+214.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.7% | -0.5% |
| 7D | +0.2% | +36.7% | -36.5% | -1.9% |
| 30D | +14.0% | -3.3% | +17.3% | +13.8% |
| 3M | +18.1% | -11.1% | +29.2% | +18.2% |
| 6M | +18.6% | +53.1% | -34.5% | +11.6% |
| YTD | +35.3% | +78.2% | -43.0% | +24.8% |
| 1Y | +44.5% | +50.0% | -5.6% | +34.7% |
| 3Y | +120.7% | +836.2% | -715.5% | +64.7% |
| 5Y | +164.1% | -50.0% | +214.1% | +125.8% |
| All | +164.1% | -50.0% | +214.1% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling