+98.5%
MSCI vs OUST
-68.5%
+167.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.0% | +6.3% | -2.2% |
| 7D | +6.0% | -5.0% | +11.1% | +6.3% |
| 30D | +18.2% | -32.0% | +50.2% | +20.6% |
| 3M | +15.1% | -32.4% | +47.5% | +17.2% |
| 6M | +13.7% | +6.7% | +7.0% | +9.4% |
| YTD | +15.6% | +41.0% | -25.4% | +7.9% |
| 1Y | +16.3% | +18.0% | -1.6% | +9.7% |
| 3Y | +36.9% | +560.6% | -523.7% | +0.1% |
| 5Y | +6.3% | -55.1% | +61.4% | -8.7% |
| All | +98.5% | -68.5% | +167.1% | +70.9% |
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