+2.8%
MDLN vs OUST
+69.9%
-67.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.5% | +14.0% | -9.5% | +3.8% |
| 30D | +17.9% | +2.5% | +15.3% | +17.0% |
| 3M | +20.3% | -15.3% | +35.6% | +19.6% |
| 6M | +7.4% | +42.6% | -35.2% | +5.9% |
| YTD | +0.4% | +76.6% | -76.2% | +2.3% |
| All | +2.8% | +69.9% | -67.0% | +5.5% |
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 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