+40.3%
MAS vs OUST
-62.4%
+102.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | -0.8% | +5.2% | -6.0% | -1.1% |
| 30D | -5.6% | -19.3% | +13.7% | -4.4% |
| 3M | +4.4% | -22.6% | +27.1% | +4.8% |
| 6M | +7.2% | +62.8% | -55.6% | +0.9% |
| YTD | +16.1% | +68.3% | -52.2% | +8.6% |
| 1Y | +0.1% | +28.5% | -28.4% | -5.5% |
| 3Y | +28.3% | +554.0% | -525.7% | -0.8% |
| 5Y | +30.5% | -56.2% | +86.7% | +10.3% |
| All | +40.3% | -62.4% | +102.8% | +17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling