+74.4%
MSI vs OUST
+626.4%
-552.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -0.6% |
| 7D | +4.7% | +17.0% | -12.3% | +4.5% |
| 30D | +14.8% | -16.5% | +31.3% | +15.0% |
| 3M | +8.8% | -23.7% | +32.5% | +9.1% |
| 6M | +19.3% | +18.4% | +0.9% | +18.2% |
| YTD | +35.3% | +60.8% | -25.5% | +33.1% |
| 1Y | +33.8% | +44.2% | -10.4% | +31.7% |
| 3Y | +74.4% | +668.1% | -593.7% | +63.3% |
| All | +74.4% | +626.4% | -552.0% | +63.3% |
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 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