+668.1%
OUST vs M
+100.8%
+567.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.6% | +18.6% | +15.2% |
| 7D | +17.0% | -4.3% | +21.3% | +18.4% |
| 30D | -16.5% | +1.3% | -17.8% | -16.8% |
| 3M | -23.7% | -7.4% | -16.3% | -22.4% |
| 6M | +18.4% | +18.3% | 0.0% | +11.8% |
| YTD | +60.8% | +7.6% | +53.2% | +54.9% |
| 1Y | +44.2% | +17.4% | +26.8% | +35.1% |
| 3Y | +668.1% | +108.4% | +559.7% | +388.9% |
| All | +668.1% | +100.8% | +567.3% | +388.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling