+84.6%
MRK vs OUST
+11.1%
+73.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +15.7% | -11.8% | +4.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.6% |
| 30D | +7.8% | -24.0% | +31.7% | +7.2% |
| 3M | +18.2% | -29.9% | +48.1% | +17.3% |
| 6M | +34.7% | +19.1% | +15.5% | +34.5% |
| YTD | +45.8% | +55.0% | -9.2% | +47.0% |
| 1Y | +84.6% | +21.2% | +63.4% | +87.9% |
| All | +84.6% | +11.1% | +73.5% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling