-51.3%
OUST vs M
-11.5%
-39.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.6% | +18.6% | +15.7% |
| 7D | +17.0% | -4.3% | +21.3% | +19.0% |
| 30D | -16.5% | +1.3% | -17.8% | -17.1% |
| 3M | -23.7% | -7.4% | -16.3% | -22.0% |
| 6M | +18.4% | +18.3% | 0.0% | +9.1% |
| YTD | +60.8% | +7.6% | +53.2% | +52.2% |
| 1Y | +44.2% | +17.4% | +26.8% | +31.4% |
| 3Y | +668.1% | +108.4% | +559.7% | +392.6% |
| All | -51.3% | -11.5% | -39.8% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling