+25.4%
MOS vs OUST
-65.4%
+90.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +15.7% | +1.6% | +16.3% |
| 7D | +17.9% | -0.2% | +18.2% | +17.9% |
| 30D | +1.6% | -24.0% | +25.5% | +3.2% |
| 3M | -4.0% | -29.9% | +25.9% | -2.2% |
| 6M | -4.1% | +19.1% | -23.3% | -7.9% |
| YTD | -7.8% | +55.0% | -62.8% | -13.7% |
| 1Y | -15.6% | +21.2% | -36.7% | -19.8% |
| 3Y | -28.9% | +626.0% | -654.8% | -44.6% |
| 5Y | -36.8% | -51.6% | +14.8% | -44.3% |
| All | +25.4% | -65.4% | +90.8% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling