+88.6%
MKSI vs OUST
-52.5%
+141.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.3% |
| 7D | +7.7% | +12.7% | -5.0% | +4.8% |
| 30D | -12.9% | -13.6% | +0.8% | -9.9% |
| 3M | -14.8% | -8.3% | -6.6% | -14.3% |
| 6M | +26.6% | +85.0% | -58.3% | +6.8% |
| YTD | +66.6% | +73.2% | -6.7% | +40.9% |
| 1Y | +144.6% | +32.5% | +112.1% | +114.8% |
| 3Y | +193.1% | +643.8% | -450.7% | +51.5% |
| 5Y | +88.6% | -52.1% | +140.7% | +63.9% |
| All | +88.6% | -52.5% | +141.1% | +63.9% |
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 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