+2,618.7%
MOD vs OUST
-62.4%
+2,681.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.0% |
| 7D | +9.6% | +5.2% | +4.4% | +8.7% |
| 30D | 0.0% | -19.3% | +19.3% | +3.4% |
| 3M | -35.4% | -22.6% | -12.7% | -33.9% |
| 6M | -7.3% | +62.8% | -70.1% | -15.9% |
| YTD | +45.8% | +68.3% | -22.5% | +30.1% |
| 1Y | +43.1% | +28.5% | +14.6% | +31.4% |
| 3Y | +297.7% | +554.0% | -256.4% | +172.0% |
| 5Y | +1,478.8% | -56.2% | +1,535.0% | +1,206.7% |
| All | +2,618.7% | -62.4% | +2,681.2% | +2,038.2% |
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