+141.9%
MOD vs OUST
+600.2%
-458.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +15.7% | -37.2% | -24.6% |
| 7D | -31.3% | -0.2% | -31.1% | -32.0% |
| 30D | -46.1% | -24.0% | -22.1% | -43.6% |
| 3M | -51.1% | -29.9% | -21.2% | -48.2% |
| 6M | -62.1% | +19.1% | -81.2% | -64.7% |
| YTD | -26.2% | +55.0% | -81.2% | -35.9% |
| 1Y | -32.6% | +21.2% | -53.7% | -38.8% |
| All | +141.9% | +600.2% | -458.3% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling