+21.2%
OUST vs MSTZ
-63.1%
+84.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -9.6% | +25.3% | +13.5% |
| 7D | -0.2% | +0.7% | -0.9% | +0.9% |
| 30D | -24.0% | +16.6% | -40.6% | -18.7% |
| 3M | -29.9% | -74.7% | +44.8% | -43.5% |
| 6M | +19.1% | -43.9% | +63.1% | +30.0% |
| YTD | +55.0% | -84.0% | +139.0% | +45.1% |
| 1Y | +21.2% | -65.1% | +86.3% | +53.5% |
| All | +21.2% | -63.1% | +84.2% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling