+130.7%
MRK vs OUST
-64.1%
+194.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.2% | 0.0% |
| 7D | -1.9% | +17.0% | -18.9% | -1.7% |
| 30D | +2.8% | -16.5% | +19.3% | +2.6% |
| 3M | +15.0% | -23.7% | +38.6% | +14.7% |
| 6M | +30.9% | +18.4% | +12.5% | +31.4% |
| YTD | +42.3% | +60.8% | -18.5% | +43.4% |
| 1Y | +76.1% | +44.2% | +31.9% | +77.3% |
| 3Y | +54.1% | +668.1% | -614.0% | +59.9% |
| 5Y | +109.5% | -48.8% | +158.3% | +111.5% |
| All | +130.7% | -64.1% | +194.8% | +134.2% |
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 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