+158.5%
MSFT vs OUST
-64.1%
+222.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -2.0% |
| 7D | +1.7% | +17.0% | -15.3% | +0.4% |
| 30D | +0.2% | -16.5% | +16.7% | +1.1% |
| 3M | +6.4% | -23.7% | +30.0% | +7.7% |
| 6M | +28.7% | +18.4% | +10.3% | +23.7% |
| YTD | +10.4% | +60.8% | -50.4% | +2.9% |
| 1Y | +7.6% | +44.2% | -36.6% | +0.9% |
| 3Y | +52.3% | +668.1% | -615.8% | +16.0% |
| 5Y | +64.5% | -48.8% | +113.3% | +44.0% |
| All | +158.5% | -64.1% | +222.7% | +130.3% |
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