+41.1%
MKSI vs OUST
-49.4%
+90.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +4.0% | +31.9% | -27.8% | -3.0% |
| 30D | -19.3% | -4.2% | -15.1% | -18.8% |
| 3M | -26.9% | -9.3% | -17.6% | -25.8% |
| 6M | -31.7% | +51.7% | -83.4% | -39.7% |
| YTD | +33.9% | +76.6% | -42.7% | +11.9% |
| 1Y | +34.9% | +48.9% | -14.0% | +16.5% |
| 3Y | +207.2% | +675.3% | -468.0% | +56.8% |
| 5Y | +41.1% | -44.0% | +85.2% | +24.4% |
| All | +41.1% | -49.4% | +90.6% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling