+41.1%
MSCI vs OUST
+600.2%
-559.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +15.7% | -10.3% | +5.1% |
| 7D | +11.5% | -0.2% | +11.7% | +11.4% |
| 30D | +22.1% | -24.0% | +46.1% | +22.5% |
| 3M | +18.4% | -29.9% | +48.3% | +18.9% |
| 6M | +16.6% | +19.1% | -2.5% | +14.1% |
| YTD | +18.8% | +55.0% | -36.1% | +14.6% |
| 1Y | +19.0% | +21.2% | -2.2% | +15.7% |
| All | +41.1% | +600.2% | -559.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling