+49.9%
MSTR vs OUST
-49.1%
+99.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -4.9% |
| 7D | -1.2% | +17.0% | -18.2% | -6.8% |
| 30D | -15.9% | -16.5% | +0.6% | -11.5% |
| 3M | +33.1% | -23.7% | +56.8% | +42.0% |
| 6M | -31.0% | +18.4% | -49.4% | -42.6% |
| YTD | -15.1% | +60.8% | -75.9% | -37.8% |
| 1Y | -45.6% | +44.2% | -89.8% | -58.7% |
| 3Y | +180.5% | +668.1% | -487.6% | -17.2% |
| All | +49.9% | -49.1% | +99.0% | +58.0% |
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