+413.1%
MGY vs OUST
-64.1%
+477.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | -0.3% |
| 7D | -10.7% | +17.0% | -27.7% | -11.8% |
| 30D | -2.7% | -16.5% | +13.8% | -1.9% |
| 3M | -3.7% | -23.7% | +20.0% | -2.7% |
| 6M | -16.3% | +18.4% | -34.7% | -20.3% |
| YTD | +10.2% | +60.8% | -50.6% | +1.1% |
| 1Y | +13.5% | +44.2% | -30.7% | +4.7% |
| 3Y | +14.6% | +668.1% | -653.5% | -17.5% |
| 5Y | +27.3% | -48.8% | +76.1% | +17.7% |
| All | +413.1% | -64.1% | +477.2% | +394.7% |
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 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