-50.0%
OUST vs MTCH
-73.8%
+23.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.7% | +10.2% | +10.4% |
| 7D | +36.7% | -6.6% | +43.3% | +42.6% |
| 30D | -3.3% | -4.4% | +1.0% | -1.3% |
| 3M | -11.1% | +6.0% | -17.1% | -16.6% |
| 6M | +53.1% | +7.4% | +45.6% | +40.9% |
| YTD | +78.2% | +24.5% | +53.8% | +48.7% |
| 1Y | +50.0% | +22.3% | +27.7% | +26.6% |
| 3Y | +836.2% | +42.4% | +793.8% | +580.1% |
| 5Y | -50.0% | -73.6% | +23.6% | +6.8% |
| All | -50.0% | -73.8% | +23.8% | +6.8% |
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