-3.9%
MCD vs OUST
+11.1%
-15.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.7% | -9.2% | +7.0% |
| 7D | +11.9% | -0.2% | +12.1% | +11.7% |
| 30D | +20.2% | -24.0% | +44.2% | +19.2% |
| 3M | +5.2% | -29.9% | +35.1% | +4.2% |
| 6M | 0.0% | +19.1% | -19.1% | +0.6% |
| YTD | -6.5% | +55.0% | -61.5% | -4.9% |
| 1Y | -3.9% | +21.2% | -25.1% | -2.1% |
| All | -3.9% | +11.1% | -15.0% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling