+94.5%
MKSI vs OUST
-62.3%
+156.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -1.0% |
| 7D | +25.3% | +19.9% | +5.3% | +20.4% |
| 30D | -10.5% | +3.6% | -14.1% | -11.5% |
| 3M | -27.7% | -20.6% | -7.1% | -24.5% |
| 6M | -28.8% | +35.1% | -63.9% | -34.8% |
| YTD | +39.0% | +69.1% | -30.2% | +19.2% |
| 1Y | +45.2% | +49.9% | -4.7% | +27.1% |
| 3Y | +218.8% | +642.4% | -423.6% | +77.4% |
| 5Y | +38.1% | -48.3% | +86.4% | +5.1% |
| All | +94.5% | -62.3% | +156.7% | +50.9% |
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