+131.8%
MXL vs OUST
-60.6%
+192.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | +5.5% | +14.0% | -8.5% | +2.5% |
| 30D | -32.6% | +2.5% | -35.2% | -32.9% |
| 3M | -13.1% | -15.3% | +2.2% | -8.0% |
| 6M | -41.4% | +42.6% | -84.0% | -45.2% |
| YTD | +243.9% | +76.6% | +167.3% | +204.7% |
| 1Y | +305.1% | +54.1% | +251.0% | +268.4% |
| 3Y | +260.1% | +675.3% | -415.2% | +96.6% |
| 5Y | -12.1% | -45.1% | +33.0% | -22.8% |
| All | +131.8% | -60.6% | +192.4% | +114.3% |
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