-18.3%
MKC vs OUST
+11.1%
-29.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +15.7% | -10.3% | +6.5% |
| 7D | +9.6% | -0.2% | +9.8% | +9.5% |
| 30D | +12.0% | -24.0% | +36.0% | +10.3% |
| 3M | -2.0% | -29.9% | +27.9% | -3.8% |
| 6M | +7.2% | +19.1% | -11.9% | +12.7% |
| YTD | -23.7% | +55.0% | -78.7% | -15.4% |
| 1Y | -18.3% | +21.2% | -39.5% | -10.3% |
| All | -18.3% | +11.1% | -29.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling