-44.1%
MKC vs OUST
-60.2%
+16.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +10.8% | -11.9% | -1.0% |
| 7D | -1.9% | +36.7% | -38.6% | -1.7% |
| 30D | +8.0% | -3.3% | +11.3% | +8.0% |
| 3M | -8.6% | -11.1% | +2.5% | -8.6% |
| 6M | +1.1% | +53.1% | -52.0% | +1.3% |
| YTD | -27.7% | +78.2% | -105.9% | -27.5% |
| 1Y | -23.7% | +50.0% | -73.7% | -23.4% |
| 3Y | -19.4% | +836.2% | -855.6% | -20.8% |
| 5Y | -33.3% | -50.0% | +16.6% | -35.9% |
| All | -44.1% | -60.2% | +16.1% | -46.6% |
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