-71.2%
OUST vs MNDY
-51.7%
-19.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -8.1% | +11.0% | +5.3% |
| 7D | +12.7% | -13.3% | +26.0% | +17.1% |
| 30D | -13.6% | -10.2% | -3.5% | -12.1% |
| 3M | -8.3% | -0.1% | -8.2% | -11.5% |
| 6M | +85.0% | +6.3% | +78.6% | +70.2% |
| YTD | +73.2% | -43.3% | +116.5% | +93.6% |
| 1Y | +32.5% | -56.1% | +88.6% | +62.2% |
| 3Y | +643.8% | -51.1% | +695.0% | +661.3% |
| 5Y | -52.1% | -78.5% | +26.4% | -50.4% |
| All | -71.2% | -51.7% | -19.5% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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