+33.8%
MAS vs OUST
+554.0%
-520.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.7% |
| 7D | -0.8% | +5.2% | -6.0% | -1.0% |
| 30D | -5.6% | -19.3% | +13.7% | -4.5% |
| 3M | +4.4% | -22.6% | +27.1% | +4.7% |
| 6M | +7.2% | +62.8% | -55.6% | +1.4% |
| YTD | +16.1% | +68.3% | -52.2% | +9.2% |
| 1Y | +0.1% | +28.5% | -28.4% | -5.0% |
| All | +33.8% | +554.0% | -520.3% | -0.7% |
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