-53.8%
OUST vs MTB
+101.8%
-155.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | +1.7% | +3.5% | +3.9% |
| 30D | -19.3% | -4.2% | -15.1% | -16.4% |
| 3M | -22.6% | +8.9% | -31.5% | -28.4% |
| 6M | +62.8% | +10.9% | +51.9% | +48.7% |
| YTD | +68.3% | +21.5% | +46.9% | +42.9% |
| 1Y | +28.5% | +21.9% | +6.6% | +9.3% |
| 3Y | +554.0% | +109.2% | +444.8% | +296.1% |
| All | -53.8% | +101.8% | -155.7% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling