-62.4%
OUST vs M
+336.5%
-399.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.0% |
| 7D | +5.2% | +4.7% | +0.5% | +3.9% |
| 30D | -19.3% | -9.6% | -9.6% | -17.1% |
| 3M | -22.6% | +0.9% | -23.5% | -23.4% |
| 6M | +62.8% | +22.3% | +40.5% | +52.7% |
| YTD | +68.3% | +6.5% | +61.8% | +63.0% |
| 1Y | +28.5% | +38.8% | -10.2% | +15.2% |
| 3Y | +554.0% | +115.9% | +438.1% | +389.4% |
| 5Y | -56.2% | +28.6% | -84.8% | -62.5% |
| All | -62.4% | +336.5% | -399.0% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling