+319.3%
MXL vs OUST
+34.0%
+285.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.9% | +3.1% | +4.6% |
| 7D | +15.5% | +12.7% | +2.8% | +8.9% |
| 30D | -11.3% | -13.6% | +2.3% | -4.0% |
| 3M | -16.1% | -8.3% | -7.8% | -9.7% |
| 6M | +323.0% | +85.0% | +238.1% | +243.6% |
| YTD | +281.5% | +73.2% | +208.3% | +211.5% |
| 1Y | +319.3% | +32.5% | +286.8% | +246.0% |
| All | +319.3% | +34.0% | +285.3% | +246.0% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling