+51.6%
MCO vs OUST
+594.6%
-543.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.6% |
| 7D | +0.5% | -3.8% | +4.3% | +0.6% |
| 30D | +9.8% | +5.1% | +4.8% | +9.5% |
| 3M | +4.3% | -25.8% | +30.1% | +4.9% |
| 6M | +16.5% | -2.0% | +18.5% | +14.3% |
| YTD | +0.1% | +54.7% | -54.6% | -4.9% |
| 1Y | +4.4% | +48.8% | -44.4% | -0.8% |
| 3Y | +51.6% | +607.8% | -556.2% | +28.6% |
| All | +51.6% | +594.6% | -543.0% | +28.6% |
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