+321.2%
MOD vs OUST
+554.0%
-232.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | +9.6% | +5.2% | +4.4% | +8.4% |
| 30D | 0.0% | -19.3% | +19.3% | +4.4% |
| 3M | -35.4% | -22.6% | -12.7% | -33.6% |
| 6M | -7.3% | +62.8% | -70.1% | -18.5% |
| YTD | +45.8% | +68.3% | -22.5% | +25.5% |
| 1Y | +43.1% | +28.5% | +14.6% | +27.6% |
| All | +321.2% | +554.0% | -232.9% | +158.9% |
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