-63.7%
MTZ vs OUST
+2.5%
-66.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.0% | +3.8% | -3.6% |
| 7D | -10.6% | -5.0% | -5.6% | -10.3% |
| 30D | -30.4% | -32.0% | +1.7% | -25.1% |
| 3M | -40.4% | -32.4% | -8.1% | -36.3% |
| 6M | -63.7% | +6.7% | -70.4% | -65.8% |
| All | -63.7% | +2.5% | -66.1% | -65.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling