+202.5%
MO vs OUST
-62.3%
+264.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.6% |
| 7D | +0.4% | +19.9% | -19.5% | +0.7% |
| 30D | +8.9% | +3.6% | +5.3% | +9.1% |
| 3M | +23.0% | -20.6% | +43.6% | +22.9% |
| 6M | +15.0% | +35.1% | -20.1% | +15.4% |
| YTD | +41.7% | +69.1% | -27.4% | +42.4% |
| 1Y | +43.3% | +49.9% | -6.6% | +44.1% |
| 3Y | +143.2% | +642.4% | -499.2% | +142.8% |
| 5Y | +154.7% | -48.3% | +203.0% | +156.3% |
| All | +202.5% | -62.3% | +264.7% | +198.1% |
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