+21.2%
OUST vs MTB
+27.0%
-5.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +1.2% | +14.6% | +15.1% |
| 7D | -0.2% | +2.0% | -2.2% | -1.2% |
| 30D | -24.0% | +2.9% | -26.9% | -25.1% |
| 3M | -29.9% | -10.7% | -19.2% | -25.9% |
| 6M | +19.1% | +6.3% | +12.8% | +12.4% |
| YTD | +55.0% | +13.8% | +41.2% | +29.2% |
| 1Y | +21.2% | +27.7% | -6.6% | -13.3% |
| All | +21.2% | +27.0% | -5.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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