+93.3%
MSFU vs OUST
+159.7%
-66.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +14.0% | -15.9% | -3.5% |
| 7D | +2.5% | +17.0% | -14.5% | +0.5% |
| 30D | -1.3% | -16.5% | +15.2% | +0.4% |
| 3M | +8.6% | -23.7% | +32.3% | +11.1% |
| 6M | +48.4% | +18.4% | +30.0% | +39.6% |
| YTD | +1.6% | +60.8% | -59.2% | -8.8% |
| 1Y | -5.8% | +44.2% | -50.0% | -14.7% |
| 3Y | +30.9% | +668.1% | -637.2% | -11.1% |
| All | +93.3% | +159.7% | -66.3% | +45.8% |
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