+63.1%
MMM vs OUST
-68.5%
+131.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -2.6% |
| 7D | +5.9% | -5.0% | +10.9% | +6.2% |
| 30D | +14.7% | -32.0% | +46.8% | +17.2% |
| 3M | +3.6% | -32.4% | +35.9% | +5.6% |
| 6M | +32.7% | +6.7% | +26.0% | +28.9% |
| YTD | +18.9% | +41.0% | -22.1% | +12.7% |
| 1Y | +16.4% | +18.0% | -1.6% | +11.3% |
| 3Y | +159.8% | +560.6% | -400.8% | +112.8% |
| 5Y | +47.2% | -55.1% | +102.3% | +23.6% |
| All | +63.1% | -68.5% | +131.7% | +32.8% |
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