-68.5%
OUST vs MTB
+158.8%
-227.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.2% | -6.8% | -7.7% |
| 7D | -5.0% | -1.9% | -3.1% | -3.8% |
| 30D | -32.0% | +0.5% | -32.5% | -32.2% |
| 3M | -32.4% | -12.2% | -20.2% | -26.8% |
| 6M | +6.7% | +3.4% | +3.3% | +3.9% |
| YTD | +41.0% | +11.3% | +29.7% | +31.3% |
| 1Y | +18.0% | +23.3% | -5.3% | +3.4% |
| 3Y | +560.6% | +96.8% | +463.8% | +381.0% |
| 5Y | -55.1% | +65.8% | -120.9% | -64.9% |
| All | -68.5% | +158.8% | -227.4% | -75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling