-25.1%
MOH vs OUST
-52.5%
+27.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.2% | -2.2% |
| 7D | -3.3% | +12.7% | -16.0% | -3.2% |
| 30D | -0.1% | -13.6% | +13.5% | -0.2% |
| 3M | -1.1% | -8.3% | +7.2% | -1.0% |
| 6M | +35.9% | +85.0% | -49.1% | +36.9% |
| YTD | +13.1% | +73.2% | -60.1% | +14.2% |
| 1Y | +11.8% | +32.5% | -20.7% | +12.8% |
| 3Y | -38.7% | +643.8% | -682.6% | -39.5% |
| 5Y | -25.1% | -52.1% | +27.0% | -19.7% |
| All | -25.1% | -52.5% | +27.4% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling