+41.4%
MCD vs OUST
-64.1%
+105.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.6% | -0.6% |
| 7D | +7.1% | +17.0% | -9.9% | +7.1% |
| 30D | +19.8% | -16.5% | +36.3% | +19.8% |
| 3M | +0.8% | -23.7% | +24.5% | +0.8% |
| 6M | -1.3% | +18.4% | -19.7% | -1.7% |
| YTD | -7.8% | +60.8% | -68.5% | -8.4% |
| 1Y | -5.0% | +44.2% | -49.2% | -5.6% |
| 3Y | +10.5% | +668.1% | -657.6% | +5.7% |
| 5Y | +22.0% | -48.8% | +70.8% | +20.2% |
| All | +41.4% | -64.1% | +105.5% | +37.2% |
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