+675.3%
OUST vs MTB
+105.4%
+569.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | +0.1% |
| 7D | +31.9% | -0.7% | +32.5% | +33.3% |
| 30D | -4.2% | +1.4% | -5.6% | -5.5% |
| 3M | -9.3% | -11.6% | +2.3% | +3.2% |
| 6M | +51.7% | +5.4% | +46.3% | +39.7% |
| YTD | +76.6% | +11.7% | +64.9% | +51.4% |
| 1Y | +48.9% | +20.5% | +28.3% | +16.8% |
| 3Y | +675.3% | +104.5% | +570.7% | +179.3% |
| All | +675.3% | +105.4% | +569.9% | +179.3% |
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 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