+196.3%
MO vs OUST
-60.6%
+256.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.7% |
| 7D | -0.8% | +31.9% | -32.7% | -0.3% |
| 30D | +6.5% | -4.2% | +10.7% | +6.6% |
| 3M | +18.3% | -9.3% | +27.6% | +18.4% |
| 6M | +15.6% | +51.7% | -36.1% | +16.1% |
| YTD | +38.8% | +76.6% | -37.8% | +39.6% |
| 1Y | +41.6% | +48.9% | -7.3% | +42.4% |
| 3Y | +138.2% | +675.3% | -537.0% | +138.1% |
| 5Y | +150.5% | -44.0% | +194.5% | +152.1% |
| All | +196.3% | -60.6% | +256.9% | +192.2% |
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 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