+15.3%
MCHP vs OUST
+34.0%
-18.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.6% |
| 7D | +2.8% | +12.7% | -10.0% | +0.6% |
| 30D | -12.8% | -13.6% | +0.8% | -10.8% |
| 3M | -19.2% | -8.3% | -10.9% | -19.6% |
| 6M | +14.5% | +85.0% | -70.4% | +1.4% |
| YTD | +17.1% | +73.2% | -56.1% | +4.4% |
| 1Y | +15.3% | +32.5% | -17.2% | +4.1% |
| All | +15.3% | +34.0% | -18.7% | +4.1% |
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