+71.7%
MCO vs OUST
-61.4%
+133.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -2.7% |
| 7D | -2.7% | +12.7% | -15.4% | -3.4% |
| 30D | +0.9% | -13.6% | +14.6% | +1.6% |
| 3M | +8.7% | -8.3% | +17.0% | +7.6% |
| 6M | +2.4% | +85.0% | -82.5% | -4.5% |
| YTD | -5.2% | +73.2% | -78.4% | -11.4% |
| 1Y | -4.4% | +32.5% | -36.8% | -10.0% |
| 3Y | +45.1% | +643.8% | -598.7% | +12.4% |
| 5Y | +31.5% | -52.1% | +83.6% | +11.6% |
| All | +71.7% | -61.4% | +133.1% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling