+29.5%
MOS vs OUST
-68.5%
+98.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.0% | +12.3% | +3.9% |
| 7D | +22.5% | -5.0% | +27.5% | +22.8% |
| 30D | +6.6% | -32.0% | +38.7% | +9.2% |
| 3M | -3.8% | -32.4% | +28.6% | -1.8% |
| 6M | -2.2% | +6.7% | -8.9% | -5.3% |
| YTD | -4.8% | +41.0% | -45.8% | -10.3% |
| 1Y | -11.7% | +18.0% | -29.7% | -16.0% |
| 3Y | -26.5% | +560.6% | -587.1% | -42.4% |
| 5Y | -32.2% | -55.1% | +22.9% | -39.9% |
| All | +29.5% | -68.5% | +98.1% | +16.8% |
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