+765.3%
MSTR vs OUST
-65.4%
+830.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +15.7% | -10.6% | +0.2% |
| 7D | -1.8% | -0.2% | -1.6% | -1.9% |
| 30D | -13.3% | -24.0% | +10.7% | -6.0% |
| 3M | +46.0% | -29.9% | +75.9% | +59.7% |
| 6M | -22.4% | +19.1% | -41.6% | -34.5% |
| YTD | -6.2% | +55.0% | -61.2% | -28.4% |
| 1Y | -42.3% | +21.2% | -63.5% | -52.5% |
| 3Y | +214.0% | +626.0% | -412.0% | +8.3% |
| 5Y | +78.2% | -51.6% | +129.8% | +33.0% |
| All | +765.3% | -65.4% | +830.7% | +541.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling