-3.3%
MDLN vs OUST
+54.6%
-58.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -0.9% |
| 7D | +23.4% | +17.0% | +6.4% | +22.5% |
| 30D | +11.8% | -16.5% | +28.3% | +11.7% |
| 3M | +14.9% | -23.7% | +38.5% | +14.6% |
| 6M | -5.6% | +18.4% | -24.0% | -6.4% |
| YTD | -5.6% | +60.8% | -66.4% | -3.4% |
| All | -3.3% | +54.6% | -58.0% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling