+253.3%
MAR vs OUST
-62.4%
+315.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | -4.2% | +5.2% | -9.4% | -4.4% |
| 30D | -6.7% | -19.3% | +12.6% | -5.6% |
| 3M | -12.5% | -22.6% | +10.2% | -12.4% |
| 6M | +0.6% | +62.8% | -62.2% | -5.3% |
| YTD | +9.1% | +68.3% | -59.2% | +2.2% |
| 1Y | +26.2% | +28.5% | -2.3% | +19.2% |
| 3Y | +68.2% | +554.0% | -485.9% | +33.1% |
| 5Y | +163.9% | -56.2% | +220.1% | +134.2% |
| All | +253.3% | -62.4% | +315.8% | +222.4% |
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