+338.1%
MAR vs OUST
-68.5%
+406.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.0% | +7.2% | -1.3% |
| 7D | +4.4% | -5.0% | +9.5% | +4.6% |
| 30D | +15.5% | -32.0% | +47.5% | +17.8% |
| 3M | +15.7% | -32.4% | +48.1% | +17.8% |
| 6M | +18.2% | +6.7% | +11.5% | +14.3% |
| YTD | +35.3% | +41.0% | -5.7% | +27.5% |
| 1Y | +48.6% | +18.0% | +30.7% | +41.4% |
| 3Y | +124.3% | +560.6% | -436.3% | +76.7% |
| 5Y | +159.7% | -55.1% | +214.8% | +130.3% |
| All | +338.1% | -68.5% | +406.7% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling