-60.6%
OUST vs MTCH
-63.2%
+2.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.9% |
| 7D | +31.9% | +3.7% | +28.1% | +29.5% |
| 30D | -4.2% | -2.8% | -1.4% | -3.3% |
| 3M | -9.3% | +9.3% | -18.6% | -16.1% |
| 6M | +51.7% | +9.2% | +42.5% | +39.2% |
| YTD | +76.6% | +26.5% | +50.1% | +47.9% |
| 1Y | +48.9% | +22.6% | +26.3% | +27.1% |
| 3Y | +675.3% | +40.8% | +634.5% | +484.8% |
| 5Y | -44.0% | -72.9% | +28.8% | +0.8% |
| All | -60.6% | -63.2% | +2.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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