+478.0%
OUST vs MSTZ
-99.4%
+577.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.8% | +13.2% | +14.2% |
| 7D | +17.0% | -1.2% | +18.2% | +18.0% |
| 30D | -16.5% | +22.2% | -38.7% | -9.5% |
| 3M | -23.7% | -70.4% | +46.7% | -35.3% |
| 6M | +18.4% | -31.0% | +49.4% | +33.3% |
| YTD | +60.8% | -81.0% | +141.8% | +59.0% |
| 1Y | +44.2% | -61.2% | +105.4% | +72.9% |
| All | +478.0% | -99.4% | +577.3% | +353.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling