-85.6%
MSTU vs OUST
+479.2%
-564.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -4.1% |
| 7D | +21.3% | +5.2% | +16.1% | +18.2% |
| 30D | +90.8% | -19.3% | +110.1% | +111.1% |
| 3M | -6.8% | -22.6% | +15.9% | -4.8% |
| 6M | -39.8% | +62.8% | -102.6% | -65.9% |
| YTD | -55.7% | +68.3% | -124.0% | -74.8% |
| 1Y | -92.7% | +28.5% | -121.2% | -95.2% |
| All | -85.6% | +479.2% | -564.7% | -98.5% |
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