+257.8%
MXL vs OUST
+659.3%
-401.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.6% | -0.2% |
| 7D | +33.1% | +19.9% | +13.1% | +25.7% |
| 30D | -33.5% | +3.6% | -37.1% | -34.0% |
| 3M | -20.7% | -20.6% | 0.0% | -13.7% |
| 6M | -35.9% | +35.1% | -70.9% | -38.8% |
| YTD | +238.3% | +69.1% | +169.1% | +205.0% |
| 1Y | +296.2% | +49.9% | +246.3% | +265.0% |
| All | +257.8% | +659.3% | -401.6% | +110.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling