+43.3%
MCD vs OUST
-65.4%
+108.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +15.7% | -9.2% | +6.5% |
| 7D | +11.9% | -0.2% | +12.1% | +11.8% |
| 30D | +20.2% | -24.0% | +44.2% | +20.3% |
| 3M | +5.2% | -29.9% | +35.1% | +5.2% |
| 6M | 0.0% | +19.1% | -19.1% | -0.4% |
| YTD | -6.5% | +55.0% | -61.5% | -7.2% |
| 1Y | -3.9% | +21.2% | -25.1% | -4.5% |
| 3Y | +12.5% | +626.0% | -613.5% | +7.6% |
| 5Y | +24.2% | -51.6% | +75.8% | +22.4% |
| All | +43.3% | -65.4% | +108.7% | +39.0% |
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