-70.6%
OUST vs MNDY
-55.2%
-15.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.5% |
| 7D | +14.0% | -19.8% | +33.7% | +20.3% |
| 30D | +2.5% | -8.4% | +10.9% | +3.7% |
| 3M | -15.3% | -11.2% | -4.1% | -15.5% |
| 6M | +42.6% | +0.9% | +41.7% | +31.3% |
| YTD | +76.6% | -47.4% | +124.0% | +97.2% |
| 1Y | +54.1% | -53.0% | +107.0% | +79.2% |
| 3Y | +675.3% | -44.6% | +719.8% | +631.9% |
| 5Y | -45.1% | -78.7% | +33.6% | -43.9% |
| All | -70.6% | -55.2% | -15.5% | -66.6% |
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