+108.2%
MXL vs OUST
-60.6%
+168.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.5% |
| 7D | -15.9% | +31.9% | -47.7% | -22.2% |
| 30D | -44.0% | -4.2% | -39.8% | -43.2% |
| 3M | -21.3% | -9.3% | -12.1% | -18.2% |
| 6M | -46.1% | +51.7% | -97.7% | -50.3% |
| YTD | +208.8% | +76.6% | +132.2% | +173.6% |
| 1Y | +255.5% | +48.9% | +206.7% | +225.6% |
| 3Y | +223.3% | +675.3% | -452.0% | +76.6% |
| 5Y | -18.1% | -44.0% | +25.9% | -28.4% |
| All | +108.2% | -60.6% | +168.8% | +92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling