-38.6%
MP vs OUST
-1.5%
-37.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -9.0% | +3.0% | -3.1% |
| 7D | -19.0% | -5.0% | -13.9% | -18.1% |
| 30D | -30.5% | -32.0% | +1.6% | -21.9% |
| 3M | -29.6% | -32.4% | +2.8% | -21.6% |
| 6M | -50.4% | +6.7% | -57.1% | -58.0% |
| YTD | -33.2% | +41.0% | -74.2% | -54.7% |
| 1Y | -38.6% | +18.0% | -56.6% | -53.4% |
| All | -38.6% | -1.5% | -37.0% | -53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling