+29.4%
MMM vs OUST
-56.2%
+85.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | 0.0% |
| 7D | -3.3% | +5.2% | -8.5% | -3.7% |
| 30D | -7.0% | -19.3% | +12.2% | -5.7% |
| 3M | +10.8% | -22.6% | +33.5% | +11.1% |
| 6M | +5.8% | +62.8% | -57.0% | -1.0% |
| YTD | +6.8% | +68.3% | -61.6% | -0.7% |
| 1Y | +10.4% | +28.5% | -18.2% | +3.7% |
| 3Y | +104.7% | +554.0% | -449.4% | +59.4% |
| All | +29.4% | -56.2% | +85.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling