-10.6%
MRSH vs OUST
+29.4%
-40.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.2% |
| 7D | -5.9% | +4.0% | -9.9% | -5.7% |
| 30D | -7.3% | -14.0% | +6.7% | -7.9% |
| 3M | +7.4% | -5.9% | +13.4% | +7.7% |
| 6M | -0.7% | +76.4% | -77.0% | +0.5% |
| YTD | -3.2% | +67.5% | -70.6% | -1.9% |
| 1Y | -10.6% | +27.1% | -37.7% | -6.6% |
| All | -10.6% | +29.4% | -40.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling