+194.3%
MO vs OUST
-60.2%
+254.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.2% |
| 7D | -1.8% | +36.7% | -38.4% | -1.3% |
| 30D | +5.8% | -3.3% | +9.1% | +5.9% |
| 3M | +12.7% | -11.1% | +23.8% | +12.8% |
| 6M | +14.8% | +53.1% | -38.3% | +15.3% |
| YTD | +37.8% | +78.2% | -40.4% | +38.7% |
| 1Y | +39.5% | +50.0% | -10.5% | +40.3% |
| 3Y | +136.1% | +836.2% | -700.1% | +135.8% |
| 5Y | +148.5% | -50.0% | +198.5% | +150.5% |
| All | +194.3% | -60.2% | +254.5% | +190.3% |
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