-52.1%
OUST vs MTCH
-73.0%
+20.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +4.0% |
| 7D | +12.7% | -1.8% | +14.5% | +14.0% |
| 30D | -13.6% | +10.4% | -24.1% | -19.9% |
| 3M | -8.3% | +21.0% | -29.3% | -20.6% |
| 6M | +85.0% | +36.6% | +48.3% | +48.9% |
| YTD | +73.2% | +29.7% | +43.6% | +43.4% |
| 1Y | +32.5% | +8.6% | +23.9% | +23.2% |
| 3Y | +643.8% | -2.7% | +646.6% | +605.8% |
| 5Y | -52.1% | -72.9% | +20.8% | -12.4% |
| All | -52.1% | -73.0% | +20.9% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling