+28.5%
OUST vs MKTX
-8.5%
+37.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +0.4% | +4.8% | +5.3% |
| 30D | -19.3% | +1.1% | -20.3% | -19.2% |
| 3M | -22.6% | +36.1% | -58.7% | -16.6% |
| 6M | +62.8% | -12.9% | +75.6% | +45.7% |
| YTD | +68.3% | -8.5% | +76.9% | +50.3% |
| 1Y | +28.5% | -7.5% | +36.1% | +14.6% |
| All | +28.5% | -8.5% | +37.0% | +14.6% |
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