+1,347.5%
MPC vs OUST
-64.1%
+1,411.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.8% |
| 7D | -16.2% | +17.0% | -33.2% | -16.8% |
| 30D | -15.7% | -16.5% | +0.8% | -15.3% |
| 3M | +24.9% | -23.7% | +48.6% | +25.8% |
| 6M | +52.7% | +18.4% | +34.3% | +48.3% |
| YTD | +131.9% | +60.8% | +71.1% | +120.5% |
| 1Y | +96.6% | +44.2% | +52.4% | +87.7% |
| 3Y | +163.8% | +668.1% | -504.3% | +120.1% |
| 5Y | +533.1% | -48.8% | +582.0% | +510.9% |
| All | +1,347.5% | -64.1% | +1,411.7% | +1,289.5% |
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