-45.2%
MDB vs OUST
-49.1%
+3.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +14.0% | -11.3% | +0.1% |
| 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% | -12.2% |
| 6M | +17.9% | +18.4% | -0.4% | +6.4% |
| YTD | -25.5% | +60.8% | -86.3% | -38.4% |
| 1Y | -12.1% | +44.2% | -56.3% | -26.2% |
| 3Y | -5.9% | +668.1% | -674.0% | -60.8% |
| All | -45.2% | -49.1% | +3.8% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling