+13.2%
MDT vs OUST
-60.2%
+73.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.8% | -9.9% | +0.8% |
| 7D | +3.5% | +36.7% | -33.2% | +2.9% |
| 30D | +16.2% | -3.3% | +19.5% | +16.1% |
| 3M | +18.9% | -11.1% | +30.0% | +18.9% |
| 6M | +37.3% | +53.1% | -15.7% | +34.1% |
| YTD | +9.7% | +78.2% | -68.5% | +6.2% |
| 1Y | +15.2% | +50.0% | -34.8% | +11.9% |
| 3Y | +61.8% | +836.2% | -774.4% | +42.0% |
| 5Y | -1.4% | -50.0% | +48.6% | -9.6% |
| All | +13.2% | -60.2% | +73.5% | +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