-87.2%
MSTU vs OUST
+11.1%
-98.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +15.7% | -5.4% | +1.3% |
| 7D | -4.8% | -0.2% | -4.6% | -4.5% |
| 30D | -29.6% | -24.0% | -5.6% | -17.2% |
| 3M | +69.4% | -29.9% | +99.3% | +101.9% |
| 6M | -62.2% | +19.1% | -81.4% | -76.0% |
| YTD | -61.1% | +55.0% | -116.1% | -83.8% |
| 1Y | -87.2% | +21.2% | -108.3% | -93.0% |
| All | -87.2% | +11.1% | -98.2% | -93.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling