+684.9%
MSTR vs OUST
-68.5%
+753.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -6.5% |
| 7D | -8.7% | -5.0% | -3.7% | -7.3% |
| 30D | -21.4% | -32.0% | +10.6% | -11.7% |
| 3M | +31.4% | -32.4% | +63.8% | +45.7% |
| 6M | -30.8% | +6.7% | -37.5% | -39.5% |
| YTD | -14.9% | +41.0% | -55.9% | -33.1% |
| 1Y | -49.3% | +18.0% | -67.3% | -57.8% |
| 3Y | +184.8% | +560.6% | -375.8% | +1.3% |
| 5Y | +62.1% | -55.1% | +117.2% | +24.4% |
| All | +684.9% | -68.5% | +753.5% | +500.2% |
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