+2.9%
MDT vs OUST
-62.4%
+65.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | +3.2% | +5.2% | -2.0% | +3.1% |
| 30D | +9.5% | -19.3% | +28.8% | +9.9% |
| 3M | +16.0% | -22.6% | +38.6% | +15.9% |
| 6M | +0.2% | +62.8% | -62.6% | -2.5% |
| YTD | -0.3% | +68.3% | -68.6% | -3.2% |
| 1Y | +4.7% | +28.5% | -23.8% | +2.0% |
| 3Y | +26.5% | +554.0% | -527.5% | +12.4% |
| 5Y | -18.2% | -56.2% | +38.0% | -24.8% |
| All | +2.9% | -62.4% | +65.3% | -3.8% |
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