-60.2%
OUST vs MDY
+98.9%
-159.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.2% | +7.7% | +4.5% |
| 7D | +36.7% | +0.7% | +36.0% | +36.1% |
| 30D | -3.3% | +1.3% | -4.6% | -4.6% |
| 3M | -11.1% | -4.1% | -7.1% | -1.0% |
| 6M | +53.1% | +1.0% | +52.1% | +59.0% |
| YTD | +78.2% | +13.3% | +64.9% | +52.9% |
| 1Y | +50.0% | +15.7% | +34.3% | +24.8% |
| 3Y | +836.2% | +59.6% | +776.6% | +394.1% |
| 5Y | -50.0% | +36.3% | -86.3% | -65.0% |
| All | -60.2% | +98.9% | -159.2% | -77.4% |
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