+29.7%
MOS vs OUST
-64.1%
+93.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | -0.8% |
| 7D | +21.6% | +17.0% | +4.6% | +20.2% |
| 30D | +12.0% | -16.5% | +28.5% | +12.9% |
| 3M | -3.9% | -23.7% | +19.8% | -2.8% |
| 6M | -3.3% | +18.4% | -21.7% | -7.1% |
| YTD | -4.6% | +60.8% | -65.4% | -11.1% |
| 1Y | -7.0% | +44.2% | -51.2% | -12.8% |
| 3Y | -24.4% | +668.1% | -692.5% | -41.4% |
| 5Y | -32.1% | -48.8% | +16.7% | -40.4% |
| All | +29.7% | -64.1% | +93.8% | +15.8% |
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 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