+200.4%
MO vs OUST
-60.6%
+261.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.8% | +14.0% | -14.7% | -0.6% |
| 30D | +8.0% | +2.5% | +5.4% | +8.2% |
| 3M | +20.9% | -15.3% | +36.2% | +20.9% |
| 6M | +16.3% | +42.6% | -26.3% | +16.8% |
| YTD | +40.7% | +76.6% | -35.9% | +41.6% |
| 1Y | +41.5% | +54.1% | -12.6% | +42.3% |
| 3Y | +141.5% | +675.3% | -533.7% | +141.3% |
| 5Y | +153.1% | -45.1% | +198.2% | +154.8% |
| All | +200.4% | -60.6% | +261.0% | +196.3% |
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