+617.1%
OUST vs MTCH
-2.6%
+619.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.5% |
| 7D | +5.2% | +0.7% | +4.6% | +4.7% |
| 30D | -19.3% | +9.7% | -29.0% | -24.4% |
| 3M | -22.6% | +21.1% | -43.7% | -32.2% |
| 6M | +62.8% | +37.5% | +25.3% | +32.8% |
| YTD | +68.3% | +31.9% | +36.4% | +40.2% |
| 1Y | +28.5% | +14.6% | +14.0% | +16.6% |
| All | +617.1% | -2.6% | +619.8% | +548.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling