+129.9%
MKSI vs OUST
-63.7%
+193.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.7% |
| 7D | +4.9% | -1.7% | +6.6% | +5.3% |
| 30D | -11.0% | -21.9% | +11.0% | -6.1% |
| 3M | -17.1% | -8.2% | -8.8% | -16.4% |
| 6M | +16.4% | +57.5% | -41.1% | +2.9% |
| YTD | +64.3% | +62.8% | +1.5% | +42.8% |
| 1Y | +137.7% | +24.5% | +113.2% | +114.1% |
| 3Y | +189.1% | +599.0% | -409.9% | +62.6% |
| 5Y | +83.1% | -54.9% | +138.0% | +42.3% |
| All | +129.9% | -63.7% | +193.6% | +80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling