+60.9%
MMM vs OUST
-64.1%
+125.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -2.3% |
| 7D | +6.2% | +17.0% | -10.8% | +5.1% |
| 30D | +14.2% | -16.5% | +30.7% | +15.1% |
| 3M | +2.9% | -23.7% | +26.6% | +4.0% |
| 6M | +27.6% | +18.4% | +9.2% | +23.0% |
| YTD | +17.3% | +60.8% | -43.5% | +10.2% |
| 1Y | +15.1% | +44.2% | -29.1% | +8.6% |
| 3Y | +157.1% | +668.1% | -511.0% | +108.5% |
| 5Y | +45.1% | -48.8% | +93.9% | +20.8% |
| All | +60.9% | -64.1% | +125.0% | +29.7% |
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 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