+1,425.0%
MPC vs OUST
-65.4%
+1,490.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +15.7% | -23.8% | -8.7% |
| 7D | -10.9% | -0.2% | -10.7% | -11.0% |
| 30D | -9.4% | -24.0% | +14.6% | -8.6% |
| 3M | +26.0% | -29.9% | +55.8% | +27.4% |
| 6M | +56.5% | +19.1% | +37.4% | +52.0% |
| YTD | +144.3% | +55.0% | +89.3% | +132.8% |
| 1Y | +117.2% | +21.2% | +96.1% | +109.2% |
| 3Y | +176.3% | +626.0% | -449.7% | +131.2% |
| 5Y | +590.5% | -51.6% | +642.1% | +568.6% |
| All | +1,425.0% | -65.4% | +1,490.4% | +1,366.6% |
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