+11.2%
MCD vs OUST
+537.2%
-526.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.0% | +8.2% | -0.8% |
| 7D | +8.0% | -5.0% | +13.1% | +8.0% |
| 30D | +19.6% | -32.0% | +51.7% | +19.3% |
| 3M | +2.2% | -32.4% | +34.6% | +2.0% |
| 6M | -1.1% | +6.7% | -7.9% | -1.3% |
| YTD | -7.2% | +41.0% | -48.3% | -7.5% |
| 1Y | -6.7% | +18.0% | -24.7% | -6.9% |
| All | +11.2% | +537.2% | -526.0% | +6.0% |
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 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