-31.9%
MKSI vs OUST
+16.4%
-48.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.5% | +5.9% | +0.9% |
| 7D | +12.2% | -3.8% | +15.9% | +13.9% |
| 30D | -8.0% | +5.1% | -13.1% | -10.6% |
| 3M | -29.5% | -25.8% | -3.7% | -22.1% |
| 6M | -31.9% | -2.0% | -29.9% | -32.7% |
| All | -31.9% | +16.4% | -48.3% | -32.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling