-19.1%
MXL vs OUST
-53.0%
+34.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -8.5% | +3.1% | -2.9% |
| 7D | +13.4% | -3.8% | +17.2% | +14.9% |
| 30D | -29.2% | +5.1% | -34.3% | -30.0% |
| 3M | -27.2% | -25.8% | -1.4% | -19.7% |
| 6M | -36.4% | -2.0% | -34.4% | -34.0% |
| YTD | +220.0% | +54.7% | +165.3% | +193.6% |
| 1Y | +304.8% | +48.8% | +256.0% | +273.5% |
| 3Y | +238.5% | +607.8% | -369.4% | +86.4% |
| All | -19.1% | -53.0% | +34.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling