+142.7%
MP vs OUST
-68.5%
+211.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.0% | +3.0% | -3.9% |
| 7D | -19.0% | -5.0% | -13.9% | -18.4% |
| 30D | -30.5% | -32.0% | +1.6% | -24.3% |
| 3M | -29.6% | -32.4% | +2.8% | -23.7% |
| 6M | -50.4% | +6.7% | -57.1% | -54.3% |
| YTD | -33.2% | +41.0% | -74.2% | -42.9% |
| 1Y | -38.6% | +18.0% | -56.6% | -45.3% |
| 3Y | +105.5% | +560.6% | -455.1% | +3.2% |
| 5Y | -7.8% | -55.1% | +47.3% | -15.7% |
| All | +142.7% | -68.5% | +211.3% | +153.0% |
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