-17.3%
MCHP vs OUST
-53.0%
+35.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | +0.8% |
| 7D | +5.7% | -3.8% | +9.5% | +6.3% |
| 30D | -13.4% | +5.1% | -18.5% | -14.9% |
| 3M | -20.1% | -25.8% | +5.7% | -17.1% |
| 6M | -35.5% | -2.0% | -33.5% | -37.7% |
| YTD | -1.6% | +54.7% | -56.3% | -14.0% |
| 1Y | +15.5% | +48.8% | -33.3% | +1.4% |
| 3Y | -13.2% | +607.8% | -621.0% | -49.8% |
| All | -17.3% | -53.0% | +35.7% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling