+12.1%
MDT vs OUST
-64.1%
+76.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -3.2% |
| 7D | +5.4% | +17.0% | -11.5% | +5.1% |
| 30D | +19.1% | -16.5% | +35.5% | +19.3% |
| 3M | +19.5% | -23.7% | +43.1% | +19.8% |
| 6M | +33.5% | +18.4% | +15.1% | +31.1% |
| YTD | +8.7% | +60.8% | -52.1% | +5.4% |
| 1Y | +16.8% | +44.2% | -27.4% | +13.5% |
| 3Y | +53.0% | +668.1% | -615.1% | +35.0% |
| 5Y | -2.9% | -48.8% | +46.0% | -10.8% |
| All | +12.1% | -64.1% | +76.3% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling