+90.2%
MXL vs OUST
-64.1%
+154.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +14.0% | -3.0% | +7.1% |
| 7D | -27.1% | +17.0% | -44.1% | -30.4% |
| 30D | -54.2% | -16.5% | -37.7% | -51.7% |
| 3M | -29.9% | -23.7% | -6.3% | -23.9% |
| 6M | -39.5% | +18.4% | -57.8% | -41.0% |
| YTD | +182.2% | +60.8% | +121.4% | +156.1% |
| 1Y | +231.8% | +44.2% | +187.7% | +207.3% |
| 3Y | +195.9% | +668.1% | -472.2% | +62.1% |
| 5Y | -27.3% | -48.8% | +21.6% | -35.0% |
| All | +90.2% | -64.1% | +154.3% | +80.2% |
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