-62.6%
OUST vs MTCH
-62.0%
-0.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.8% |
| 7D | +4.0% | -2.4% | +6.4% | +5.5% |
| 30D | -14.0% | +12.8% | -26.8% | -21.0% |
| 3M | -5.9% | +20.0% | -25.9% | -17.4% |
| 6M | +76.4% | +34.7% | +41.6% | +44.7% |
| YTD | +67.5% | +30.6% | +36.9% | +39.3% |
| 1Y | +27.1% | +10.9% | +16.2% | +17.1% |
| 3Y | +619.0% | -2.0% | +621.1% | +582.3% |
| 5Y | -54.9% | -72.6% | +17.7% | -19.0% |
| All | -62.6% | -62.0% | -0.6% | -37.2% |
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