-45.2%
MDB vs OUST
-56.4%
+11.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.0% | +1.8% | -5.6% |
| 7D | -20.9% | -5.0% | -15.8% | -20.2% |
| 30D | -15.6% | -32.0% | +16.5% | -9.7% |
| 3M | -19.1% | -32.4% | +13.3% | -13.9% |
| 6M | +14.2% | +6.7% | +7.5% | +5.1% |
| YTD | -27.4% | +41.0% | -68.5% | -38.5% |
| 1Y | -13.0% | +18.0% | -31.0% | -24.0% |
| 3Y | -11.2% | +560.6% | -571.8% | -61.8% |
| 5Y | -45.2% | -55.1% | +9.9% | -33.6% |
| All | -45.2% | -56.4% | +11.2% | -33.6% |
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