+1,176.4%
MOD vs OUST
-68.5%
+1,244.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.0% | +1.7% | -5.8% |
| 7D | -34.2% | -5.0% | -29.1% | -34.1% |
| 30D | -51.9% | -32.0% | -19.8% | -49.2% |
| 3M | -53.0% | -32.4% | -20.7% | -50.5% |
| 6M | -66.4% | +6.7% | -73.1% | -67.6% |
| YTD | -31.5% | +41.0% | -72.6% | -37.7% |
| 1Y | -39.6% | +18.0% | -57.5% | -43.6% |
| 3Y | +116.8% | +560.6% | -443.8% | +48.6% |
| 5Y | +713.8% | -55.1% | +768.9% | +575.7% |
| All | +1,176.4% | -68.5% | +1,244.9% | +923.7% |
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