+89.4%
META vs OUST
-52.6%
+141.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +15.7% | -14.3% | -0.6% |
| 7D | +2.9% | -0.2% | +3.1% | +2.7% |
| 30D | -15.1% | -24.0% | +8.9% | -12.5% |
| 3M | +7.2% | -29.9% | +37.1% | +11.1% |
| 6M | +3.4% | +19.1% | -15.8% | -3.8% |
| YTD | -4.3% | +55.0% | -59.3% | -15.3% |
| 1Y | +0.8% | +21.2% | -20.4% | -8.2% |
| 3Y | +102.2% | +626.0% | -523.8% | +18.9% |
| 5Y | +89.4% | -51.6% | +141.0% | +93.7% |
| All | +89.4% | -52.6% | +141.9% | +93.7% |
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 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