-92.4%
MSTU vs OUST
+432.3%
-524.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -8.5% | +3.5% | 0.0% |
| 7D | -25.8% | -3.8% | -22.0% | -24.6% |
| 30D | -43.9% | +5.1% | -48.9% | -45.4% |
| 3M | +2.9% | -25.8% | +28.7% | +19.8% |
| 6M | -75.5% | -2.0% | -73.5% | -79.2% |
| YTD | -76.7% | +54.7% | -131.4% | -86.1% |
| 1Y | -88.9% | +48.8% | -137.7% | -93.2% |
| All | -92.4% | +432.3% | -524.7% | -99.2% |
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