+265.1%
MU vs OUST
+11.1%
+254.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +15.7% | -22.7% | -12.4% |
| 7D | -19.1% | -0.2% | -18.9% | -19.6% |
| 30D | -25.2% | -24.0% | -1.3% | -18.7% |
| 3M | -10.9% | -29.9% | +19.0% | -1.4% |
| 6M | +38.0% | +19.1% | +18.8% | +27.6% |
| YTD | +178.8% | +55.0% | +123.8% | +136.2% |
| 1Y | +265.1% | +21.2% | +244.0% | +224.8% |
| All | +265.1% | +11.1% | +254.1% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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