+103.9%
MRK vs OUST
-48.5%
+152.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.2% |
| 7D | 0.0% | +19.9% | -19.9% | +0.2% |
| 30D | +3.5% | +3.6% | -0.1% | +3.6% |
| 3M | +11.2% | -20.6% | +31.8% | +11.0% |
| 6M | +32.5% | +35.1% | -2.6% | +33.1% |
| YTD | +42.5% | +69.1% | -26.6% | +43.7% |
| 1Y | +65.4% | +49.9% | +15.5% | +66.6% |
| 3Y | +58.8% | +642.4% | -583.6% | +64.9% |
| 5Y | +103.9% | -48.3% | +152.2% | +90.2% |
| All | +103.9% | -48.5% | +152.3% | +90.2% |
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