+163.2%
MO vs OUST
-62.4%
+225.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | +0.3% | +5.2% | -4.9% | +0.4% |
| 30D | +0.6% | -19.3% | +19.9% | +0.4% |
| 3M | -1.0% | -22.6% | +21.7% | -1.0% |
| 6M | +4.3% | +62.8% | -58.4% | +4.7% |
| YTD | +23.3% | +68.3% | -45.1% | +23.7% |
| 1Y | +10.5% | +28.5% | -18.1% | +10.9% |
| 3Y | +96.3% | +554.0% | -457.8% | +95.7% |
| 5Y | +98.9% | -56.2% | +155.1% | +100.1% |
| All | +163.2% | -62.4% | +225.6% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling