+157.0%
MKSI vs OUST
+33.5%
+123.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.7% |
| 7D | +1.8% | +5.2% | -3.4% | +0.2% |
| 30D | -16.8% | -19.3% | +2.5% | -11.4% |
| 3M | -21.1% | -22.6% | +1.5% | -16.8% |
| 6M | +10.8% | +62.8% | -51.9% | -6.2% |
| YTD | +63.3% | +68.3% | -5.0% | +34.6% |
| 1Y | +157.0% | +28.5% | +128.4% | +114.8% |
| All | +157.0% | +33.5% | +123.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling