+177.9%
MPC vs OUST
+600.2%
-422.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +15.7% | -23.8% | -8.6% |
| 7D | -10.9% | -0.2% | -10.7% | -10.9% |
| 30D | -9.4% | -24.0% | +14.6% | -8.6% |
| 3M | +26.0% | -29.9% | +55.8% | +27.3% |
| 6M | +56.5% | +19.1% | +37.4% | +52.1% |
| YTD | +144.3% | +55.0% | +89.3% | +132.6% |
| 1Y | +117.2% | +21.2% | +96.1% | +109.1% |
| All | +177.9% | +600.2% | -422.3% | +125.4% |
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 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