+181.3%
MSTR vs OUST
+537.2%
-355.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -6.8% |
| 7D | -8.7% | -5.0% | -3.7% | -7.4% |
| 30D | -21.4% | -32.0% | +10.6% | -12.9% |
| 3M | +31.4% | -32.4% | +63.8% | +44.0% |
| 6M | -30.8% | +6.7% | -37.5% | -38.6% |
| YTD | -14.9% | +41.0% | -55.9% | -31.6% |
| 1Y | -49.3% | +18.0% | -67.3% | -57.3% |
| All | +181.3% | +537.2% | -355.8% | +33.7% |
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