+643.8%
OUST vs MKTX
-24.9%
+668.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +12.7% | +0.4% | +12.3% | +12.7% |
| 30D | -13.6% | +1.0% | -14.6% | -13.7% |
| 3M | -8.3% | +41.3% | -49.6% | -9.9% |
| 6M | +85.0% | -11.3% | +96.3% | +88.1% |
| YTD | +73.2% | -8.6% | +81.8% | +75.2% |
| 1Y | +32.5% | -11.1% | +43.5% | +34.7% |
| 3Y | +643.8% | -24.5% | +668.4% | +696.6% |
| All | +643.8% | -24.9% | +668.7% | +696.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling