+233.6%
MSI vs OUST
-68.5%
+302.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.0% | +13.0% | +4.3% |
| 7D | +5.1% | -5.0% | +10.1% | +5.1% |
| 30D | +13.3% | -32.0% | +45.4% | +14.4% |
| 3M | +18.3% | -32.4% | +50.7% | +19.3% |
| 6M | +18.7% | +6.7% | +12.0% | +16.8% |
| YTD | +36.0% | +41.0% | -5.0% | +32.1% |
| 1Y | +32.6% | +18.0% | +14.6% | +29.4% |
| 3Y | +78.3% | +560.6% | -482.3% | +55.1% |
| 5Y | +121.6% | -55.1% | +176.7% | +113.1% |
| All | +233.6% | -68.5% | +302.1% | +217.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling