-15.4%
MDLN vs OUST
+66.6%
-82.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.9% | -8.1% | -5.2% |
| 7D | -1.2% | +12.7% | -13.9% | -1.3% |
| 30D | -1.5% | -13.6% | +12.1% | -1.4% |
| 3M | +2.6% | -8.3% | +10.9% | +2.5% |
| 6M | -20.9% | +85.0% | -105.8% | -21.9% |
| YTD | -17.4% | +73.2% | -90.6% | -15.2% |
| All | -15.4% | +66.6% | -82.0% | -12.5% |
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