-53.8%
OUST vs MDY
+46.2%
-100.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.0% |
| 30D | -19.3% | -1.5% | -17.8% | -16.1% |
| 3M | -22.6% | +0.8% | -23.4% | -21.0% |
| 6M | +62.8% | +7.4% | +55.4% | +48.7% |
| YTD | +68.3% | +15.2% | +53.2% | +35.1% |
| 1Y | +28.5% | +16.5% | +12.0% | +4.3% |
| 3Y | +554.0% | +46.8% | +507.3% | +269.7% |
| All | -53.8% | +46.2% | -100.0% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling