+131.3%
MRK vs OUST
-56.2%
+187.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | +1.3% | +5.2% | -3.9% | +1.4% |
| 30D | +17.1% | -19.3% | +36.4% | +16.9% |
| 3M | +25.9% | -22.6% | +48.5% | +25.8% |
| 6M | +26.8% | +62.8% | -36.0% | +27.7% |
| YTD | +44.9% | +68.3% | -23.4% | +46.0% |
| 1Y | +84.8% | +28.5% | +56.3% | +86.1% |
| 3Y | +50.1% | +554.0% | -503.9% | +55.5% |
| All | +131.3% | -56.2% | +187.4% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling