+167.0%
MPC vs OUST
+537.2%
-370.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.0% | +5.1% | -3.6% |
| 7D | -12.8% | -5.0% | -7.7% | -12.7% |
| 30D | -12.7% | -32.0% | +19.3% | -11.7% |
| 3M | +27.1% | -32.4% | +59.4% | +28.5% |
| 6M | +45.8% | +6.7% | +39.1% | +42.2% |
| YTD | +134.7% | +41.0% | +93.7% | +124.2% |
| 1Y | +106.0% | +18.0% | +88.1% | +98.2% |
| All | +167.0% | +537.2% | -370.1% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling