+132.1%
MRK vs OUST
-61.4%
+193.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.2% | -1.2% |
| 7D | -0.9% | +12.7% | -13.7% | -0.8% |
| 30D | +15.5% | -13.6% | +29.1% | +15.3% |
| 3M | +25.1% | -8.3% | +33.4% | +25.2% |
| 6M | +30.1% | +85.0% | -54.9% | +31.1% |
| YTD | +43.1% | +73.2% | -30.1% | +44.3% |
| 1Y | +82.5% | +32.5% | +50.0% | +83.7% |
| 3Y | +49.3% | +643.8% | -594.5% | +54.8% |
| 5Y | +130.3% | -52.1% | +182.4% | +132.3% |
| All | +132.1% | -61.4% | +193.4% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling