-0.7%
MDT vs OUST
-48.5%
+47.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.5% |
| 7D | -3.7% | +19.9% | -23.6% | -4.1% |
| 30D | +8.6% | +3.6% | +5.0% | +8.4% |
| 3M | +12.2% | -20.6% | +32.8% | +12.5% |
| 6M | +33.7% | +35.1% | -1.3% | +30.7% |
| YTD | +7.8% | +69.1% | -61.3% | +4.0% |
| 1Y | +8.9% | +49.9% | -41.0% | +5.4% |
| 3Y | +57.6% | +642.4% | -584.8% | +36.3% |
| 5Y | -0.7% | -48.3% | +47.6% | -10.9% |
| All | -0.7% | -48.5% | +47.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling