+228.8%
MU vs OUST
+40.1%
+188.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.5% | +6.0% | +0.6% |
| 7D | +12.8% | -3.8% | +16.6% | +14.2% |
| 30D | -14.9% | +5.1% | -19.9% | -17.0% |
| 3M | -18.0% | -25.8% | +7.8% | -10.6% |
| 6M | -3.1% | -2.0% | -1.1% | -5.8% |
| YTD | +172.9% | +54.7% | +118.2% | +125.8% |
| 1Y | +228.8% | +48.8% | +180.0% | +172.5% |
| All | +228.8% | +40.1% | +188.7% | +172.5% |
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