+435.6%
MS vs OUST
-62.4%
+498.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +1.4% | +5.2% | -3.9% | +0.9% |
| 30D | -0.3% | -19.3% | +19.0% | +1.6% |
| 3M | +0.3% | -22.6% | +22.9% | +0.8% |
| 6M | +31.3% | +62.8% | -31.4% | +21.4% |
| YTD | +24.7% | +68.3% | -43.7% | +14.4% |
| 1Y | +47.9% | +28.5% | +19.4% | +37.5% |
| 3Y | +178.3% | +554.0% | -375.7% | +106.2% |
| 5Y | +144.9% | -56.2% | +201.1% | +108.3% |
| All | +435.6% | -62.4% | +498.0% | +374.2% |
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 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