-21.8%
MKC vs OUST
+729.1%
-750.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.4% |
| 7D | -2.4% | +31.9% | -34.3% | -1.9% |
| 30D | +5.4% | -4.2% | +9.6% | +5.5% |
| 3M | -11.1% | -9.3% | -1.8% | -11.1% |
| 6M | -1.4% | +51.7% | -53.1% | -0.5% |
| YTD | -29.4% | +76.6% | -106.0% | -28.6% |
| 1Y | -24.7% | +48.9% | -73.6% | -23.8% |
| 3Y | -21.8% | +675.3% | -697.1% | -25.6% |
| All | -21.8% | +729.1% | -750.9% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling