+577.1%
OUST vs MTB
+109.6%
+467.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +5.2% | +1.7% | +3.5% | +3.4% |
| 30D | -19.3% | -4.2% | -15.1% | -15.3% |
| 3M | -22.6% | +8.9% | -31.5% | -30.7% |
| 6M | +62.8% | +10.9% | +51.9% | +42.7% |
| YTD | +68.3% | +21.5% | +46.9% | +32.0% |
| 1Y | +28.5% | +21.9% | +6.6% | +0.7% |
| All | +577.1% | +109.6% | +467.5% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling