+100.7%
MLM vs OUST
-68.5%
+169.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.0% | +3.8% | -4.7% |
| 7D | -1.2% | -5.0% | +3.8% | -1.0% |
| 30D | +7.9% | -32.0% | +40.0% | +10.0% |
| 3M | -4.5% | -32.4% | +27.9% | -2.8% |
| 6M | -12.6% | +6.7% | -19.4% | -15.2% |
| YTD | -14.9% | +41.0% | -55.9% | -19.4% |
| 1Y | -13.1% | +18.0% | -31.0% | -17.0% |
| 3Y | +21.2% | +560.6% | -539.4% | -2.8% |
| 5Y | +32.0% | -55.1% | +87.1% | +17.9% |
| All | +100.7% | -68.5% | +169.2% | +80.3% |
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