+62.4%
MSFT vs OUST
-53.0%
+115.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.8% |
| 7D | -1.3% | -3.8% | +2.5% | -1.0% |
| 30D | -1.8% | +5.1% | -6.9% | -2.5% |
| 3M | +5.6% | -25.8% | +31.4% | +7.3% |
| 6M | +29.8% | -2.0% | +31.8% | +26.6% |
| YTD | +9.0% | +54.7% | -45.7% | +1.1% |
| 1Y | +4.9% | +48.8% | -43.9% | -2.6% |
| 3Y | +46.2% | +607.8% | -561.6% | +7.6% |
| All | +62.4% | -53.0% | +115.5% | +59.9% |
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