+43.3%
MO vs OUST
+46.4%
-3.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.4% |
| 7D | +0.4% | +19.9% | -19.5% | +2.0% |
| 30D | +8.9% | +3.6% | +5.3% | +9.7% |
| 3M | +23.0% | -20.6% | +43.6% | +22.2% |
| 6M | +15.0% | +35.1% | -20.1% | +18.1% |
| YTD | +41.7% | +69.1% | -27.4% | +48.6% |
| 1Y | +43.3% | +49.9% | -6.6% | +50.3% |
| All | +43.3% | +46.4% | -3.1% | +50.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling