+291.0%
MTZ vs OUST
-65.5%
+356.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.3% | -0.1% |
| 7D | +5.0% | -3.8% | +8.8% | +5.5% |
| 30D | -6.0% | +5.1% | -11.1% | -7.4% |
| 3M | -36.1% | -25.8% | -10.3% | -34.1% |
| 6M | -56.9% | -2.0% | -54.9% | -58.1% |
| YTD | -15.9% | +54.7% | -70.6% | -24.4% |
| 1Y | -3.8% | +48.8% | -52.6% | -13.3% |
| 3Y | +272.3% | +607.8% | -335.6% | +151.4% |
| 5Y | +91.1% | -52.7% | +143.8% | +55.0% |
| All | +291.0% | -65.5% | +356.5% | +215.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling