+18.4%
OUST vs MDY
-2.4%
+20.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.6% | +13.4% | +11.2% |
| 7D | +17.0% | -1.7% | +18.7% | +25.4% |
| 30D | -16.5% | -0.9% | -15.6% | -13.1% |
| 3M | -23.7% | -5.7% | -17.9% | +3.3% |
| 6M | +18.4% | -2.9% | +21.3% | +54.8% |
| All | +18.4% | -2.4% | +20.8% | +54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling