+42.3%
MDB vs OUST
-62.4%
+104.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.7% | -5.8% | -4.4% |
| 7D | -17.4% | +5.2% | -22.7% | -18.3% |
| 30D | -2.0% | -19.3% | +17.2% | +1.2% |
| 3M | -3.0% | -22.6% | +19.6% | -1.9% |
| 6M | +48.7% | +62.8% | -14.1% | +26.0% |
| YTD | -12.1% | +68.3% | -80.5% | -27.1% |
| 1Y | +14.5% | +28.5% | -14.0% | -2.6% |
| 3Y | -6.1% | +554.0% | -560.2% | -55.8% |
| 5Y | -27.3% | -56.2% | +28.9% | -40.6% |
| All | +42.3% | -62.4% | +104.8% | +20.6% |
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 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