+292.3%
MP vs OUST
-62.4%
+354.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | -2.9% | +5.2% | -8.1% | -4.1% |
| 30D | +13.8% | -19.3% | +33.1% | +19.2% |
| 3M | -16.7% | -22.6% | +5.9% | -14.6% |
| 6M | -11.5% | +62.8% | -74.3% | -25.8% |
| YTD | +7.9% | +68.3% | -60.4% | -10.7% |
| 1Y | -15.0% | +28.5% | -43.6% | -26.3% |
| 3Y | +153.5% | +554.0% | -400.5% | +28.0% |
| 5Y | +58.7% | -56.2% | +114.9% | +48.6% |
| All | +292.3% | -62.4% | +354.7% | +295.4% |
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 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