+427.9%
MGY vs OUST
-62.3%
+490.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +1.9% |
| 7D | +3.5% | +19.9% | -16.4% | +2.2% |
| 30D | -3.0% | +3.6% | -6.6% | -3.6% |
| 3M | -7.6% | -20.6% | +13.0% | -6.9% |
| 6M | -14.4% | +35.1% | -49.4% | -19.3% |
| YTD | +13.4% | +69.1% | -55.7% | +3.6% |
| 1Y | +9.2% | +49.9% | -40.8% | +0.5% |
| 3Y | +22.6% | +642.4% | -619.8% | -11.2% |
| 5Y | +33.6% | -48.3% | +81.9% | +23.9% |
| All | +427.9% | -62.3% | +490.2% | +407.0% |
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