+11.9%
MDT vs OUST
-60.6%
+72.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +2.7% | +31.9% | -29.1% | +2.2% |
| 30D | +14.8% | -4.2% | +19.0% | +14.8% |
| 3M | +14.6% | -9.3% | +23.8% | +14.5% |
| 6M | +35.7% | +51.7% | -16.0% | +32.5% |
| YTD | +8.5% | +76.6% | -68.2% | +5.0% |
| 1Y | +13.3% | +48.9% | -35.6% | +10.1% |
| 3Y | +58.6% | +675.3% | -616.7% | +40.2% |
| 5Y | -2.6% | -44.0% | +41.4% | -10.7% |
| All | +11.9% | -60.6% | +72.5% | +4.3% |
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