+145.1%
MS vs OUST
-56.2%
+201.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +1.4% | +5.2% | -3.9% | +0.8% |
| 30D | -0.3% | -19.3% | +19.0% | +1.7% |
| 3M | +0.3% | -22.6% | +22.9% | +0.8% |
| 6M | +31.3% | +62.8% | -31.4% | +20.5% |
| YTD | +24.7% | +68.3% | -43.7% | +13.5% |
| 1Y | +47.9% | +28.5% | +19.4% | +36.5% |
| 3Y | +178.3% | +554.0% | -375.7% | +99.1% |
| All | +145.1% | -56.2% | +201.2% | +133.2% |
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