+27.1%
OUST vs MKTX
-11.2%
+38.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.0% | +0.3% | +3.8% | +4.1% |
| 30D | -14.0% | +1.0% | -14.9% | -13.9% |
| 3M | -5.9% | +40.8% | -46.7% | +3.6% |
| 6M | +76.4% | -10.9% | +87.2% | +59.3% |
| YTD | +67.5% | -8.6% | +76.1% | +49.8% |
| 1Y | +27.1% | -11.6% | +38.7% | +14.6% |
| All | +27.1% | -11.2% | +38.3% | +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