+95.7%
MLM vs OUST
-62.4%
+158.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.5% | +1.1% |
| 7D | -2.9% | +5.2% | -8.1% | -3.2% |
| 30D | -6.8% | -19.3% | +12.4% | -5.8% |
| 3M | -11.2% | -22.6% | +11.4% | -11.2% |
| 6M | -21.8% | +62.8% | -84.6% | -26.1% |
| YTD | -17.0% | +68.3% | -85.3% | -21.9% |
| 1Y | -16.4% | +28.5% | -44.9% | -20.6% |
| 3Y | +14.5% | +554.0% | -539.6% | -7.8% |
| 5Y | +41.7% | -56.2% | +98.0% | +26.2% |
| All | +95.7% | -62.4% | +158.2% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling