-3.5%
MSFU vs OUST
+11.1%
-14.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +15.7% | -2.3% | +11.1% |
| 7D | +8.2% | -0.2% | +8.4% | +8.0% |
| 30D | +10.2% | -24.0% | +34.2% | +13.5% |
| 3M | +22.9% | -29.9% | +52.8% | +27.3% |
| 6M | +63.2% | +19.1% | +44.0% | +48.9% |
| YTD | +11.7% | +55.0% | -43.3% | -9.1% |
| 1Y | -3.5% | +21.2% | -24.7% | -19.0% |
| All | -3.5% | +11.1% | -14.6% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling