+662.4%
MSTR vs OUST
-60.2%
+722.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +10.8% | -13.4% | -6.0% |
| 7D | -4.0% | +36.7% | -40.6% | -13.6% |
| 30D | -18.6% | -3.3% | -15.3% | -18.6% |
| 3M | +25.6% | -11.1% | +36.7% | +27.0% |
| 6M | -33.1% | +53.1% | -86.1% | -47.9% |
| YTD | -17.3% | +78.2% | -95.6% | -40.0% |
| 1Y | -48.1% | +50.0% | -98.1% | -60.3% |
| 3Y | +154.2% | +836.2% | -682.0% | -19.8% |
| 5Y | +46.2% | -50.0% | +96.2% | +5.9% |
| All | +662.4% | -60.2% | +722.6% | +438.0% |
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