+534.9%
OUST vs MSTZ
-99.3%
+634.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.5% | +0.8% |
| 7D | +31.9% | +21.1% | +10.8% | +39.0% |
| 30D | -4.2% | +40.1% | -44.3% | +7.0% |
| 3M | -9.3% | -66.1% | +56.8% | -20.7% |
| 6M | +51.7% | -20.7% | +72.4% | +75.2% |
| YTD | +76.6% | -78.6% | +155.2% | +79.4% |
| 1Y | +48.9% | -55.5% | +104.4% | +83.8% |
| All | +534.9% | -99.3% | +634.2% | +412.1% |
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