+67.6%
MAS vs OUST
-65.4%
+133.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +15.7% | -10.1% | +4.6% |
| 7D | +14.2% | -0.2% | +14.4% | +14.1% |
| 30D | +26.8% | -24.0% | +50.8% | +28.8% |
| 3M | +13.1% | -29.9% | +43.0% | +15.2% |
| 6M | +27.9% | +19.1% | +8.8% | +23.1% |
| YTD | +38.7% | +55.0% | -16.3% | +29.8% |
| 1Y | +40.4% | +21.2% | +19.2% | +33.5% |
| 3Y | +66.1% | +626.0% | -559.9% | +27.0% |
| 5Y | +47.4% | -51.6% | +99.0% | +24.4% |
| All | +67.6% | -65.4% | +133.0% | +41.0% |
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