-3.1%
MP vs OUST
-52.6%
+49.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +15.7% | -20.8% | -8.7% |
| 7D | -12.5% | -0.2% | -12.3% | -13.0% |
| 30D | -23.3% | -24.0% | +0.6% | -18.9% |
| 3M | -24.4% | -29.9% | +5.5% | -19.0% |
| 6M | -45.8% | +19.1% | -64.9% | -51.0% |
| YTD | -28.9% | +55.0% | -83.9% | -40.1% |
| 1Y | -34.6% | +21.2% | -55.8% | -41.9% |
| 3Y | +118.7% | +626.0% | -507.3% | +13.3% |
| 5Y | -3.1% | -51.6% | +48.6% | +1.4% |
| All | -3.1% | -52.6% | +49.5% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling