+673.8%
OUST vs MDY
+57.0%
+616.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.1% | -1.3% |
| 7D | +19.9% | +3.0% | +16.9% | +12.0% |
| 30D | +3.6% | +0.8% | +2.8% | +3.0% |
| 3M | -20.6% | -5.1% | -15.5% | -7.3% |
| 6M | +35.1% | +1.2% | +33.9% | +40.8% |
| YTD | +69.1% | +12.5% | +56.7% | +42.8% |
| 1Y | +49.9% | +13.8% | +36.2% | +24.7% |
| All | +673.8% | +57.0% | +616.8% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling