+201.2%
MSI vs OUST
-62.4%
+263.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -3.7% | +5.2% | -8.9% | -3.9% |
| 30D | +6.8% | -19.3% | +26.1% | +7.4% |
| 3M | +14.3% | -22.6% | +36.9% | +14.4% |
| 6M | -1.6% | +62.8% | -64.4% | -4.4% |
| YTD | +22.8% | +68.3% | -45.6% | +18.9% |
| 1Y | -1.1% | +28.5% | -29.7% | -3.9% |
| 3Y | +70.5% | +554.0% | -483.6% | +49.0% |
| 5Y | +102.8% | -56.2% | +159.0% | +95.6% |
| All | +201.2% | -62.4% | +263.6% | +186.1% |
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