+88.0%
MSFU vs OUST
+149.9%
-61.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +1.4% |
| 7D | -2.8% | -3.8% | +1.0% | -2.4% |
| 30D | -5.3% | +5.1% | -10.4% | -6.1% |
| 3M | +7.2% | -25.8% | +33.1% | +10.0% |
| 6M | +51.0% | -2.0% | +53.0% | +46.1% |
| YTD | -1.2% | +54.7% | -56.0% | -11.0% |
| 1Y | -10.3% | +48.8% | -59.1% | -19.1% |
| 3Y | +22.2% | +607.8% | -585.6% | -16.0% |
| All | +88.0% | +149.9% | -61.8% | +42.3% |
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