+48.9%
OUST vs MKTX
-0.8%
+49.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +31.9% | +0.1% | +31.8% | +31.9% |
| 30D | -4.2% | +0.8% | -5.0% | -4.2% |
| 3M | -9.3% | +2.6% | -11.8% | -9.3% |
| 6M | +51.7% | +13.6% | +38.1% | +48.0% |
| YTD | +76.6% | -7.1% | +83.8% | +69.4% |
| 1Y | +48.9% | -0.1% | +49.0% | +36.9% |
| All | +48.9% | -0.8% | +49.7% | +36.9% |
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