+1,249.4%
MU vs OUST
-68.5%
+1,318.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.0% | -8.5% | -15.8% |
| 7D | -29.7% | -5.0% | -24.7% | -29.2% |
| 30D | -37.2% | -32.0% | -5.2% | -32.8% |
| 3M | -26.5% | -32.4% | +5.9% | -21.7% |
| 6M | +2.6% | +6.7% | -4.2% | +0.3% |
| YTD | +130.1% | +41.0% | +89.1% | +113.1% |
| 1Y | +176.7% | +18.0% | +158.7% | +162.1% |
| 3Y | +813.1% | +560.6% | +252.5% | +508.4% |
| 5Y | +822.0% | -55.1% | +877.1% | +716.7% |
| All | +1,249.4% | -68.5% | +1,318.0% | +1,099.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling