-11.5%
MTZ vs OUST
+32.6%
-44.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +14.0% | -4.5% | +6.9% |
| 7D | -6.4% | +17.0% | -23.4% | -9.8% |
| 30D | -22.1% | -16.5% | -5.6% | -19.8% |
| 3M | -32.7% | -23.7% | -9.0% | -29.8% |
| 6M | -59.8% | +18.4% | -78.2% | -62.6% |
| YTD | -19.9% | +60.8% | -80.7% | -33.6% |
| 1Y | -11.5% | +44.2% | -55.7% | -24.0% |
| All | -11.5% | +32.6% | -44.0% | -24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling