+158.3%
MP vs OUST
-65.4%
+223.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +15.7% | -20.8% | -8.8% |
| 7D | -12.5% | -0.2% | -12.3% | -13.0% |
| 30D | -23.3% | -24.0% | +0.6% | -18.7% |
| 3M | -24.4% | -29.9% | +5.5% | -18.8% |
| 6M | -45.8% | +19.1% | -64.9% | -51.3% |
| YTD | -28.9% | +55.0% | -83.9% | -40.5% |
| 1Y | -34.6% | +21.2% | -55.8% | -42.2% |
| 3Y | +118.7% | +626.0% | -507.3% | +7.3% |
| 5Y | -3.1% | -51.6% | +48.6% | -12.8% |
| All | +158.3% | -65.4% | +223.8% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling