+47.8%
MCO vs OUST
+611.5%
-563.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | -4.2% | +5.2% | -9.4% | -4.3% |
| 30D | +2.2% | -19.3% | +21.5% | +2.9% |
| 3M | +10.1% | -22.6% | +32.8% | +10.0% |
| 6M | +5.3% | +62.8% | -57.5% | +0.1% |
| YTD | -2.7% | +68.3% | -71.1% | -7.9% |
| 1Y | -0.4% | +28.5% | -28.9% | -5.0% |
| All | +47.8% | +611.5% | -563.7% | +18.1% |
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 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