+46.8%
MCHP vs OUST
-62.4%
+109.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +1.2% |
| 7D | +1.7% | +5.2% | -3.5% | +0.9% |
| 30D | -4.1% | -19.3% | +15.2% | -1.1% |
| 3M | -22.5% | -22.6% | +0.1% | -21.0% |
| 6M | +7.3% | +62.8% | -55.5% | -4.5% |
| YTD | +18.4% | +68.3% | -50.0% | +3.8% |
| 1Y | +18.1% | +28.5% | -10.4% | +6.1% |
| 3Y | -2.8% | +554.0% | -556.8% | -40.7% |
| 5Y | +5.5% | -56.2% | +61.7% | -13.0% |
| All | +46.8% | -62.4% | +109.2% | +24.1% |
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 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