+128.6%
MKSI vs OUST
-62.4%
+191.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | +1.8% | +5.2% | -3.4% | +0.7% |
| 30D | -16.8% | -19.3% | +2.5% | -13.0% |
| 3M | -21.1% | -22.6% | +1.5% | -17.8% |
| 6M | +10.8% | +62.8% | -51.9% | -2.7% |
| YTD | +63.3% | +68.3% | -5.0% | +41.0% |
| 1Y | +157.0% | +28.5% | +128.4% | +129.8% |
| 3Y | +163.7% | +554.0% | -390.3% | +50.0% |
| 5Y | +82.0% | -56.2% | +138.2% | +41.1% |
| All | +128.6% | -62.4% | +191.0% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling