+272.4%
MTZ vs OUST
-64.1%
+336.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +14.0% | -4.5% | +7.6% |
| 7D | -6.4% | +17.0% | -23.4% | -8.9% |
| 30D | -22.1% | -16.5% | -5.6% | -20.7% |
| 3M | -32.7% | -23.7% | -9.0% | -30.9% |
| 6M | -59.8% | +18.4% | -78.2% | -62.1% |
| YTD | -19.9% | +60.8% | -80.7% | -28.4% |
| 1Y | -11.5% | +44.2% | -55.7% | -19.9% |
| 3Y | +258.1% | +668.1% | -410.0% | +139.0% |
| 5Y | +85.5% | -48.8% | +134.4% | +49.1% |
| All | +272.4% | -64.1% | +336.5% | +198.8% |
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