+111.6%
MLM vs OUST
-65.4%
+177.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.7% | -13.4% | +1.5% |
| 7D | +9.1% | -0.2% | +9.3% | +9.0% |
| 30D | +14.6% | -24.0% | +38.6% | +16.1% |
| 3M | +0.3% | -29.9% | +30.2% | +1.8% |
| 6M | -7.5% | +19.1% | -26.6% | -10.8% |
| YTD | -10.2% | +55.0% | -65.2% | -15.5% |
| 1Y | -10.5% | +21.2% | -31.7% | -14.6% |
| 3Y | +27.8% | +626.0% | -598.1% | +1.9% |
| 5Y | +38.9% | -51.6% | +90.5% | +23.5% |
| All | +111.6% | -65.4% | +177.0% | +89.1% |
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