+21.2%
OUST vs MKTX
+5.4%
+15.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | 0.0% | +15.8% | +15.7% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -24.0% | +1.0% | -24.9% | -24.0% |
| 3M | -29.9% | +2.5% | -32.4% | -29.9% |
| 6M | +19.1% | +8.0% | +11.1% | +15.7% |
| YTD | +55.0% | -7.3% | +62.3% | +46.9% |
| 1Y | +21.2% | +4.7% | +16.5% | +8.5% |
| All | +21.2% | +5.4% | +15.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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