+26.8%
MDB vs OUST
-65.4%
+92.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +15.7% | -17.8% | -4.9% |
| 7D | -16.5% | -0.2% | -16.3% | -16.7% |
| 30D | -8.6% | -24.0% | +15.4% | -4.4% |
| 3M | -13.6% | -29.9% | +16.3% | -8.9% |
| 6M | +24.1% | +19.1% | +4.9% | +12.3% |
| YTD | -21.8% | +55.0% | -76.7% | -34.4% |
| 1Y | -7.7% | +21.2% | -28.9% | -19.2% |
| 3Y | -4.3% | +626.0% | -630.3% | -56.4% |
| 5Y | -38.6% | -51.6% | +13.0% | -50.6% |
| All | +26.8% | -65.4% | +92.2% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling