-64.1%
OUST vs MTB
+156.5%
-220.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.9% | +14.9% | +14.6% |
| 7D | +17.0% | -1.3% | +18.3% | +18.0% |
| 30D | -16.5% | +0.5% | -17.0% | -16.8% |
| 3M | -23.7% | -12.4% | -11.3% | -17.4% |
| 6M | +18.4% | +1.5% | +16.9% | +16.4% |
| YTD | +60.8% | +10.3% | +50.5% | +50.4% |
| 1Y | +44.2% | +22.2% | +22.0% | +27.0% |
| 3Y | +668.1% | +96.9% | +571.2% | +459.7% |
| 5Y | -48.8% | +64.3% | -113.1% | -59.8% |
| All | -64.1% | +156.5% | -220.6% | -72.3% |
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 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