-60.6%
OUST vs MTB
+159.3%
-219.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +14.0% | -2.0% | +15.9% | +15.5% |
| 30D | +2.5% | +0.1% | +2.4% | +2.6% |
| 3M | -15.3% | -12.1% | -3.2% | -8.4% |
| 6M | +42.6% | +7.3% | +35.3% | +35.6% |
| YTD | +76.6% | +11.5% | +65.1% | +64.3% |
| 1Y | +54.1% | +21.3% | +32.8% | +36.3% |
| 3Y | +675.3% | +104.1% | +571.1% | +455.9% |
| 5Y | -45.1% | +61.8% | -106.9% | -56.9% |
| All | -60.6% | +159.3% | -219.9% | -69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling