+494.4%
MGY vs OUST
-61.4%
+555.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +2.1% |
| 7D | -0.9% | +12.7% | -13.6% | -1.7% |
| 30D | +10.1% | -13.6% | +23.7% | +11.0% |
| 3M | -1.5% | -8.3% | +6.8% | -2.7% |
| 6M | -4.9% | +85.0% | -89.9% | -12.7% |
| YTD | +27.7% | +73.2% | -45.6% | +17.3% |
| 1Y | +20.1% | +32.5% | -12.4% | +11.6% |
| 3Y | +24.9% | +643.8% | -619.0% | -9.4% |
| 5Y | +91.6% | -52.1% | +143.7% | +80.7% |
| All | +494.4% | -61.4% | +555.7% | +473.8% |
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