-30.0%
MKC vs OUST
+554.0%
-584.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.6% | -0.9% |
| 7D | -5.9% | +5.2% | -11.1% | -5.8% |
| 30D | -0.9% | -19.3% | +18.4% | -1.1% |
| 3M | +12.7% | -22.6% | +35.4% | +12.6% |
| 6M | -19.3% | +62.8% | -82.1% | -18.9% |
| YTD | -22.2% | +68.3% | -90.5% | -21.8% |
| 1Y | -23.3% | +28.5% | -51.9% | -23.0% |
| All | -30.0% | +554.0% | -584.1% | -34.2% |
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