+58.1%
MP vs OUST
-56.2%
+114.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | -2.9% | +5.2% | -8.1% | -4.0% |
| 30D | +13.8% | -19.3% | +33.1% | +19.1% |
| 3M | -16.7% | -22.6% | +5.9% | -14.7% |
| 6M | -11.5% | +62.8% | -74.3% | -25.3% |
| YTD | +7.9% | +68.3% | -60.4% | -10.0% |
| 1Y | -15.0% | +28.5% | -43.6% | -25.9% |
| 3Y | +153.5% | +554.0% | -400.5% | +34.0% |
| All | +58.1% | -56.2% | +114.3% | +67.4% |
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