-61.4%
OUST vs MDY
+100.9%
-162.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +4.2% |
| 7D | +12.7% | +1.0% | +11.7% | +10.5% |
| 30D | -13.6% | -3.1% | -10.5% | -7.3% |
| 3M | -8.3% | +1.8% | -10.1% | -8.9% |
| 6M | +85.0% | +10.8% | +74.2% | +60.4% |
| YTD | +73.2% | +14.4% | +58.8% | +43.2% |
| 1Y | +32.5% | +15.2% | +17.3% | +11.7% |
| 3Y | +643.8% | +51.2% | +592.7% | +324.6% |
| 5Y | -52.1% | +47.2% | -99.4% | -70.1% |
| All | -61.4% | +100.9% | -162.3% | -78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling