+480.9%
MGY vs OUST
-62.4%
+543.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +2.1% | +5.2% | -3.1% | +1.7% |
| 30D | +13.8% | -19.3% | +33.1% | +15.3% |
| 3M | -4.3% | -22.6% | +18.4% | -4.3% |
| 6M | -5.1% | +62.8% | -67.8% | -12.0% |
| YTD | +24.8% | +68.3% | -43.5% | +14.8% |
| 1Y | +11.8% | +28.5% | -16.7% | +4.1% |
| 3Y | +23.5% | +554.0% | -530.5% | -9.3% |
| 5Y | +87.5% | -56.2% | +143.7% | +78.6% |
| All | +480.9% | -62.4% | +543.4% | +461.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling