-16.2%
MCHP vs OUST
+626.4%
-642.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | +14.0% | -24.0% | -12.3% |
| 7D | -24.6% | +17.0% | -41.6% | -26.9% |
| 30D | -25.2% | -16.5% | -8.7% | -23.5% |
| 3M | -21.1% | -23.7% | +2.6% | -18.5% |
| 6M | -42.7% | +18.4% | -61.0% | -46.3% |
| YTD | -6.9% | +60.8% | -67.7% | -18.2% |
| 1Y | +0.9% | +44.2% | -43.3% | -10.1% |
| 3Y | -16.2% | +668.1% | -684.3% | -50.7% |
| All | -16.2% | +626.4% | -642.6% | -50.7% |
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