-60.6%
OUST vs MKTX
-65.8%
+5.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +31.9% | +0.1% | +31.8% | +31.8% |
| 30D | -4.2% | +0.8% | -5.0% | -4.4% |
| 3M | -9.3% | +2.6% | -11.8% | -9.9% |
| 6M | +51.7% | +13.6% | +38.1% | +45.3% |
| YTD | +76.6% | -7.1% | +83.8% | +78.6% |
| 1Y | +48.9% | -0.1% | +49.0% | +46.7% |
| 3Y | +675.3% | -22.3% | +697.6% | +700.2% |
| 5Y | -44.0% | -54.5% | +10.5% | -33.9% |
| All | -60.6% | -65.8% | +5.2% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling