-52.1%
OUST vs MKTX
-61.3%
+9.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +12.7% | +0.4% | +12.3% | +12.6% |
| 30D | -13.6% | +1.0% | -14.6% | -13.9% |
| 3M | -8.3% | +41.3% | -49.6% | -17.5% |
| 6M | +85.0% | -11.3% | +96.3% | +91.2% |
| YTD | +73.2% | -8.6% | +81.8% | +76.6% |
| 1Y | +32.5% | -11.1% | +43.5% | +35.7% |
| 3Y | +643.8% | -24.5% | +668.4% | +668.2% |
| 5Y | -52.1% | -61.4% | +9.3% | -39.9% |
| All | -52.1% | -61.3% | +9.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling