+240.2%
MSI vs OUST
-60.6%
+300.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +7.4% | +31.9% | -24.5% | +6.5% |
| 30D | +18.7% | -4.2% | +22.9% | +18.7% |
| 3M | +14.5% | -9.3% | +23.7% | +14.4% |
| 6M | +38.1% | +51.7% | -13.6% | +34.5% |
| YTD | +38.7% | +76.6% | -37.9% | +33.8% |
| 1Y | +35.4% | +48.9% | -13.5% | +31.2% |
| 3Y | +75.1% | +675.3% | -600.2% | +51.9% |
| 5Y | +126.4% | -44.0% | +170.4% | +116.3% |
| All | +240.2% | -60.6% | +300.8% | +222.0% |
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