-40.7%
MOH vs OUST
+707.3%
-748.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.5% | -3.2% |
| 7D | +2.1% | +17.0% | -14.9% | +2.5% |
| 30D | +7.3% | -16.5% | +23.8% | +6.9% |
| 3M | +8.9% | -23.7% | +32.6% | +8.4% |
| 6M | +5.8% | +18.4% | -12.5% | +7.5% |
| YTD | +20.4% | +60.8% | -40.4% | +24.4% |
| 1Y | +42.1% | +44.2% | -2.1% | +46.3% |
| All | -40.7% | +707.3% | -748.0% | -36.8% |
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