+295.6%
MXL vs OUST
+30.2%
+265.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +4.7% |
| 7D | +1.6% | +5.2% | -3.6% | -0.9% |
| 30D | -7.0% | -19.3% | +12.3% | +3.8% |
| 3M | -33.4% | -22.6% | -10.8% | -23.6% |
| 6M | +260.2% | +62.8% | +197.4% | +205.9% |
| YTD | +260.0% | +68.3% | +191.6% | +198.0% |
| All | +295.6% | +30.2% | +265.4% | +230.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling