+258.5%
MTZ vs OUST
-65.4%
+323.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +15.7% | -31.1% | -17.5% |
| 7D | -7.4% | -0.2% | -7.2% | -8.0% |
| 30D | -23.6% | -24.0% | +0.4% | -21.3% |
| 3M | -38.3% | -29.9% | -8.4% | -35.9% |
| 6M | -60.6% | +19.1% | -79.7% | -62.9% |
| YTD | -22.9% | +55.0% | -77.9% | -30.7% |
| 1Y | -14.3% | +21.2% | -35.4% | -20.7% |
| 3Y | +225.0% | +626.0% | -401.0% | +118.5% |
| 5Y | +87.2% | -51.6% | +138.8% | +51.4% |
| All | +258.5% | -65.4% | +323.9% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling