+54.1%
OUST vs MSTZ
-57.2%
+111.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.5% |
| 7D | +14.0% | +31.0% | -17.1% | +22.1% |
| 30D | +2.5% | +34.0% | -31.4% | +13.7% |
| 3M | -15.3% | -67.7% | +52.4% | -27.2% |
| 6M | +42.6% | -14.9% | +57.5% | +71.6% |
| YTD | +76.6% | -79.1% | +155.7% | +77.1% |
| 1Y | +54.1% | -58.9% | +113.0% | +101.7% |
| All | +54.1% | -57.2% | +111.3% | +101.7% |
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