+522.8%
OUST vs MSTZ
-99.2%
+622.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.2% | -5.3% | +4.7% |
| 7D | +12.7% | -25.4% | +38.1% | +7.5% |
| 30D | -13.6% | -60.9% | +47.3% | -27.2% |
| 3M | -8.3% | -54.2% | +45.9% | -14.6% |
| 6M | +85.0% | -65.0% | +149.9% | +73.5% |
| YTD | +73.2% | -76.5% | +149.7% | +67.8% |
| 1Y | +32.5% | -23.4% | +55.9% | +78.9% |
| All | +522.8% | -99.2% | +622.0% | +378.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling