+28.5%
OUST vs MDY
+17.9%
+10.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.2% |
| 7D | +5.2% | +0.1% | +5.1% | +4.8% |
| 30D | -19.3% | -1.5% | -17.8% | -14.1% |
| 3M | -22.6% | +0.8% | -23.4% | -20.5% |
| 6M | +62.8% | +7.4% | +55.4% | +39.9% |
| YTD | +68.3% | +15.2% | +53.2% | +10.1% |
| 1Y | +28.5% | +16.5% | +12.0% | -15.5% |
| All | +28.5% | +17.9% | +10.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling