+607.8%
OUST vs MKTX
-22.1%
+629.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.6% | -8.5% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +5.1% | +0.9% | +4.1% | +5.0% |
| 3M | -25.8% | +2.6% | -28.4% | -26.0% |
| 6M | -2.0% | +20.4% | -22.4% | -3.3% |
| YTD | +54.7% | -7.1% | +61.8% | +56.4% |
| 1Y | +48.8% | -2.8% | +51.6% | +49.1% |
| 3Y | +607.8% | -21.7% | +629.6% | +869.2% |
| All | +607.8% | -22.1% | +629.9% | +869.2% |
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