+30.2%
MSFU vs OUST
+554.0%
-523.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.3% |
| 7D | -5.7% | +5.2% | -10.9% | -6.2% |
| 30D | +4.2% | -19.3% | +23.4% | +6.2% |
| 3M | +27.9% | -22.6% | +50.5% | +28.3% |
| 6M | +37.1% | +62.8% | -25.7% | +24.9% |
| YTD | -7.4% | +68.3% | -75.7% | -16.4% |
| 1Y | -19.6% | +28.5% | -48.2% | -26.5% |
| All | +30.2% | +554.0% | -523.9% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling