-45.2%
MKC vs OUST
-60.6%
+15.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -7.0% | +14.0% | -21.0% | -6.9% |
| 30D | +4.1% | +2.5% | +1.5% | +4.2% |
| 3M | -10.3% | -15.3% | +5.0% | -10.3% |
| 6M | +1.7% | +42.6% | -40.9% | +1.9% |
| YTD | -29.1% | +76.6% | -105.7% | -28.9% |
| 1Y | -26.0% | +54.1% | -80.0% | -25.7% |
| 3Y | -21.5% | +675.3% | -696.7% | -22.8% |
| 5Y | -35.0% | -45.1% | +10.1% | -37.4% |
| All | -45.2% | -60.6% | +15.4% | -47.6% |
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