-2.5%
MOH vs OUST
-62.6%
+60.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -1.1% |
| 7D | -4.2% | +4.0% | -8.2% | -4.2% |
| 30D | -2.4% | -14.0% | +11.6% | -2.5% |
| 3M | -4.4% | -5.9% | +1.5% | -4.3% |
| 6M | +32.9% | +76.4% | -43.4% | +33.8% |
| YTD | +11.9% | +67.5% | -55.6% | +12.8% |
| 1Y | +6.9% | +27.1% | -20.2% | +7.8% |
| 3Y | -39.4% | +619.0% | -658.5% | -40.0% |
| 5Y | -25.0% | -54.9% | +30.0% | -23.3% |
| All | -2.5% | -62.6% | +60.1% | -0.7% |
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