-62.4%
OUST vs MDY
+102.2%
-164.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | -19.3% | -1.5% | -17.8% | -16.3% |
| 3M | -22.6% | +0.8% | -23.4% | -21.1% |
| 6M | +62.8% | +7.4% | +55.4% | +49.8% |
| YTD | +68.3% | +15.2% | +53.2% | +37.4% |
| 1Y | +28.5% | +16.5% | +12.0% | +6.1% |
| 3Y | +554.0% | +46.8% | +507.3% | +291.0% |
| 5Y | -56.2% | +46.0% | -102.2% | -72.5% |
| All | -62.4% | +102.2% | -164.7% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling