+397.9%
MGY vs OUST
-60.6%
+458.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -6.9% | +31.9% | -38.7% | -8.7% |
| 30D | -4.7% | -4.2% | -0.5% | -4.8% |
| 3M | -11.7% | -9.3% | -2.4% | -11.8% |
| 6M | -16.3% | +51.7% | -68.0% | -21.8% |
| YTD | +7.0% | +76.6% | -69.7% | -2.5% |
| 1Y | +5.0% | +48.9% | -43.9% | -3.2% |
| 3Y | +15.6% | +675.3% | -659.6% | -16.5% |
| 5Y | +27.4% | -44.0% | +71.5% | +17.2% |
| All | +397.9% | -60.6% | +458.5% | +376.9% |
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