+44.2%
OUST vs MSTZ
-56.8%
+101.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.2% | +14.2% |
| 7D | +17.0% | -1.2% | +18.2% | +18.1% |
| 30D | -16.5% | +22.2% | -38.7% | -9.2% |
| 3M | -23.7% | -70.4% | +46.7% | -35.8% |
| 6M | +18.4% | -31.0% | +49.4% | +36.6% |
| YTD | +60.8% | -81.0% | +141.8% | +57.8% |
| 1Y | +44.2% | -61.2% | +105.4% | +93.4% |
| All | +44.2% | -56.8% | +101.0% | +93.4% |
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