-91.0%
MSTU vs OUST
+507.6%
-598.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.9% | -6.4% | -6.7% |
| 7D | -21.7% | +31.9% | -53.6% | -34.4% |
| 30D | -42.8% | -4.2% | -38.6% | -41.5% |
| 3M | +21.4% | -9.3% | +30.7% | +24.8% |
| 6M | -74.1% | +51.7% | -125.8% | -84.2% |
| YTD | -72.4% | +76.6% | -149.0% | -84.8% |
| 1Y | -90.1% | +48.9% | -139.0% | -93.9% |
| All | -91.0% | +507.6% | -598.6% | -99.1% |
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