+231.9%
MSI vs OUST
-64.1%
+296.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -0.9% |
| 7D | +4.7% | +17.0% | -12.3% | +4.1% |
| 30D | +14.8% | -16.5% | +31.3% | +15.2% |
| 3M | +8.8% | -23.7% | +32.5% | +9.4% |
| 6M | +19.3% | +18.4% | +0.9% | +17.1% |
| YTD | +35.3% | +60.8% | -25.5% | +30.9% |
| 1Y | +33.8% | +44.2% | -10.4% | +29.7% |
| 3Y | +74.4% | +668.1% | -593.7% | +51.0% |
| 5Y | +120.5% | -48.8% | +169.3% | +111.3% |
| All | +231.9% | -64.1% | +296.1% | +215.0% |
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 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