-21.7%
MKC vs OUST
+32.6%
-54.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +14.0% | -17.3% | -2.4% |
| 7D | +2.3% | +17.0% | -14.7% | +3.6% |
| 30D | +8.1% | -16.5% | +24.6% | +7.2% |
| 3M | -6.4% | -23.7% | +17.2% | -7.5% |
| 6M | +1.8% | +18.4% | -16.6% | +6.9% |
| YTD | -26.9% | +60.8% | -87.7% | -18.3% |
| 1Y | -21.7% | +44.2% | -65.9% | -13.0% |
| All | -21.7% | +32.6% | -54.3% | -13.0% |
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