+157.9%
MTZ vs OUST
-56.2%
+214.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | -1.6% | +5.2% | -6.8% | -2.3% |
| 30D | -11.1% | -19.3% | +8.2% | -8.4% |
| 3M | -36.7% | -22.6% | -14.1% | -35.7% |
| 6M | -21.9% | +62.8% | -84.7% | -29.6% |
| YTD | +9.1% | +68.3% | -59.2% | -2.8% |
| 1Y | +30.0% | +28.5% | +1.4% | +18.4% |
| 3Y | +138.5% | +554.0% | -415.6% | +58.1% |
| All | +157.9% | -56.2% | +214.1% | +118.2% |
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