+142.6%
MXL vs OUST
-62.4%
+205.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.9% | +5.1% |
| 7D | +1.6% | +5.2% | -3.6% | +0.3% |
| 30D | -7.0% | -19.3% | +12.3% | -1.2% |
| 3M | -33.4% | -22.6% | -10.8% | -27.7% |
| 6M | +260.2% | +62.8% | +197.4% | +225.1% |
| YTD | +260.0% | +68.3% | +191.6% | +220.1% |
| 1Y | +303.5% | +28.5% | +274.9% | +272.3% |
| 3Y | +160.4% | +554.0% | -393.6% | +45.3% |
| 5Y | +14.7% | -56.2% | +70.9% | +4.0% |
| All | +142.6% | -62.4% | +205.1% | +125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling