+180.6%
MPC vs OUST
+554.0%
-373.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +5.4% | +5.2% | +0.2% | +5.2% |
| 30D | +31.0% | -19.3% | +50.2% | +32.0% |
| 3M | +46.0% | -22.6% | +68.7% | +46.2% |
| 6M | +77.3% | +62.8% | +14.5% | +69.8% |
| YTD | +141.9% | +68.3% | +73.6% | +130.7% |
| 1Y | +120.9% | +28.5% | +92.4% | +112.2% |
| All | +180.6% | +554.0% | -373.4% | +132.5% |
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 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