-45.2%
MKC vs OUST
-65.5%
+20.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | +1.1% |
| 7D | -3.0% | -3.8% | +0.8% | -3.0% |
| 30D | +4.8% | +5.1% | -0.2% | +4.9% |
| 3M | -12.8% | -25.8% | +13.0% | -12.9% |
| 6M | +5.0% | -2.0% | +7.0% | +5.1% |
| YTD | -29.1% | +54.7% | -83.8% | -28.9% |
| 1Y | -26.4% | +48.8% | -75.2% | -26.3% |
| 3Y | -21.6% | +607.8% | -629.4% | -23.0% |
| 5Y | -35.2% | -52.7% | +17.5% | -37.7% |
| All | -45.2% | -65.5% | +20.3% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling