+1,365.3%
MPC vs OUST
-68.5%
+1,433.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.5% |
| 3M | +27.1% | -32.4% | +59.4% | +28.6% |
| 6M | +45.8% | +6.7% | +39.1% | +42.2% |
| YTD | +134.7% | +41.0% | +93.7% | +124.5% |
| 1Y | +106.0% | +18.0% | +88.1% | +98.5% |
| 3Y | +165.5% | +560.6% | -395.1% | +123.0% |
| 5Y | +540.9% | -55.1% | +596.0% | +521.8% |
| All | +1,365.3% | -68.5% | +1,433.8% | +1,314.5% |
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 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