+48.8%
OUST vs MSTZ
-54.5%
+103.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +4.9% | -13.5% | -7.4% |
| 7D | -3.8% | +30.8% | -34.5% | +2.7% |
| 30D | +5.1% | +41.2% | -36.1% | +18.0% |
| 3M | -25.8% | -60.9% | +35.1% | -32.9% |
| 6M | -2.0% | -15.7% | +13.7% | +17.6% |
| YTD | +54.7% | -75.2% | +129.9% | +61.6% |
| 1Y | +48.8% | -59.8% | +108.6% | +88.2% |
| All | +48.8% | -54.5% | +103.3% | +88.2% |
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