+120.4%
MSTR vs OUST
-56.2%
+176.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | +12.2% | +5.2% | +6.9% | +10.4% |
| 30D | +45.2% | -19.3% | +64.4% | +54.1% |
| 3M | +10.4% | -22.6% | +33.0% | +11.8% |
| 6M | -2.5% | +62.8% | -65.3% | -27.7% |
| YTD | -6.0% | +68.3% | -74.4% | -31.2% |
| 1Y | -56.4% | +28.5% | -85.0% | -66.3% |
| 3Y | +306.3% | +554.0% | -247.8% | +28.1% |
| All | +120.4% | -56.2% | +176.5% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling