+73.4%
MSCI vs OUST
-62.4%
+135.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +0.4% | +5.2% | -4.8% | +0.1% |
| 30D | +0.6% | -19.3% | +19.8% | +1.7% |
| 3M | -7.1% | -22.6% | +15.6% | -7.1% |
| 6M | +0.8% | +62.8% | -61.9% | -5.9% |
| YTD | +1.0% | +68.3% | -67.4% | -6.4% |
| 1Y | +4.3% | +28.5% | -24.2% | -2.5% |
| 3Y | +9.9% | +554.0% | -544.1% | -18.7% |
| 5Y | -6.8% | -56.2% | +49.5% | -20.2% |
| All | +73.4% | -62.4% | +135.9% | +48.4% |
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