+66.6%
MRK vs OUST
+50.6%
+16.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +14.0% | -16.1% | -2.0% |
| 30D | +1.2% | +2.5% | -1.4% | +1.1% |
| 3M | +13.5% | -15.3% | +28.8% | +13.1% |
| 6M | +34.0% | +42.6% | -8.6% | +33.4% |
| YTD | +42.7% | +76.6% | -33.9% | +42.9% |
| 1Y | +66.6% | +54.1% | +12.5% | +67.3% |
| All | +66.6% | +50.6% | +16.0% | +67.3% |
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