+132.9%
META vs OUST
-64.1%
+197.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | -0.9% |
| 7D | -0.8% | +17.0% | -17.8% | -2.9% |
| 30D | -15.4% | -16.5% | +1.1% | -14.1% |
| 3M | +3.5% | -23.7% | +27.2% | +5.8% |
| 6M | -0.3% | +18.4% | -18.6% | -6.7% |
| YTD | -7.3% | +60.8% | -68.1% | -17.6% |
| 1Y | -1.1% | +44.2% | -45.3% | -11.2% |
| 3Y | +95.1% | +668.1% | -573.0% | +21.6% |
| 5Y | +80.6% | -48.8% | +129.4% | +50.3% |
| All | +132.9% | -64.1% | +197.1% | +104.0% |
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