-7.5%
MSCI vs OUST
-56.2%
+48.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +0.4% | +5.2% | -4.8% | 0.0% |
| 30D | +0.6% | -19.3% | +19.8% | +1.8% |
| 3M | -7.1% | -22.6% | +15.6% | -7.2% |
| 6M | +0.8% | +62.8% | -61.9% | -6.6% |
| YTD | +1.0% | +68.3% | -67.4% | -7.2% |
| 1Y | +4.3% | +28.5% | -24.2% | -3.3% |
| 3Y | +9.9% | +554.0% | -544.1% | -22.9% |
| All | -7.5% | -56.2% | +48.7% | -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 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