+20.8%
MDB vs OUST
-64.1%
+84.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +0.2% |
| 7D | -11.4% | +17.0% | -28.4% | -14.2% |
| 30D | -13.8% | -16.5% | +2.7% | -11.4% |
| 3M | -15.5% | -23.7% | +8.2% | -12.3% |
| 6M | +17.9% | +18.4% | -0.4% | +6.8% |
| YTD | -25.5% | +60.8% | -86.3% | -38.0% |
| 1Y | -12.1% | +44.2% | -56.3% | -25.6% |
| 3Y | -5.9% | +668.1% | -674.0% | -57.7% |
| 5Y | -43.7% | -48.8% | +5.1% | -55.1% |
| All | +20.8% | -64.1% | +84.9% | +2.6% |
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 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