+161.1%
MSFT vs OUST
-68.5%
+229.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -2.9% |
| 7D | +1.1% | -5.0% | +6.1% | +1.4% |
| 30D | +1.3% | -32.0% | +33.3% | +3.8% |
| 3M | +10.2% | -32.4% | +42.5% | +12.6% |
| 6M | +30.8% | +6.7% | +24.1% | +26.8% |
| YTD | +11.5% | +41.0% | -29.5% | +5.0% |
| 1Y | +6.5% | +18.0% | -11.4% | +1.4% |
| 3Y | +55.5% | +560.6% | -505.1% | +19.8% |
| 5Y | +66.2% | -55.1% | +121.3% | +47.0% |
| All | +161.1% | -68.5% | +229.7% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling