+131.0%
META vs OUST
-68.5%
+199.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.0% | +5.0% | -2.9% |
| 7D | -3.1% | -5.0% | +1.9% | -2.7% |
| 30D | -18.1% | -32.0% | +13.9% | -14.6% |
| 3M | +2.9% | -32.4% | +35.2% | +6.8% |
| 6M | +0.2% | +6.7% | -6.5% | -4.9% |
| YTD | -8.1% | +41.0% | -49.1% | -16.9% |
| 1Y | -4.5% | +18.0% | -22.5% | -12.1% |
| 3Y | +94.2% | +560.6% | -466.4% | +23.5% |
| 5Y | +79.1% | -55.1% | +134.2% | +51.6% |
| All | +131.0% | -68.5% | +199.5% | +105.8% |
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 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