+12.0%
MSCI vs OUST
+32.6%
-20.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.0% | -16.3% | -1.8% |
| 7D | +2.8% | +17.0% | -14.2% | +3.4% |
| 30D | +15.4% | -16.5% | +31.9% | +14.8% |
| 3M | +13.4% | -23.7% | +37.1% | +12.5% |
| 6M | +10.9% | +18.4% | -7.5% | +10.7% |
| YTD | +13.0% | +60.8% | -47.8% | +11.8% |
| 1Y | +12.0% | +44.2% | -32.2% | +10.8% |
| All | +12.0% | +32.6% | -20.5% | +10.8% |
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