+21.8%
MGY vs OUST
+611.5%
-589.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +2.1% | +5.2% | -3.1% | +1.8% |
| 30D | +13.8% | -19.3% | +33.1% | +14.7% |
| 3M | -4.3% | -22.6% | +18.4% | -4.2% |
| 6M | -5.1% | +62.8% | -67.8% | -10.6% |
| YTD | +24.8% | +68.3% | -43.5% | +16.7% |
| 1Y | +11.8% | +28.5% | -16.7% | +5.7% |
| All | +21.8% | +611.5% | -589.7% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling