+89.8%
MGY vs OUST
-56.2%
+145.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 3M | -4.3% | -22.6% | +18.4% | -4.2% |
| 6M | -5.1% | +62.8% | -67.8% | -11.3% |
| YTD | +24.8% | +68.3% | -43.5% | +15.8% |
| 1Y | +11.8% | +28.5% | -16.7% | +4.9% |
| 3Y | +23.5% | +554.0% | -530.5% | -6.5% |
| All | +89.8% | -56.2% | +145.9% | +113.7% |
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