+855.4%
MU vs OUST
+626.4%
+229.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.0% | -8.9% | +1.9% |
| 7D | -22.0% | +17.0% | -39.0% | -25.0% |
| 30D | -36.6% | -16.5% | -20.1% | -34.2% |
| 3M | -21.7% | -23.7% | +2.0% | -17.8% |
| 6M | +3.5% | +18.4% | -14.8% | -1.6% |
| YTD | +141.9% | +60.8% | +81.1% | +115.3% |
| 1Y | +189.8% | +44.2% | +145.6% | +161.7% |
| 3Y | +855.4% | +668.1% | +187.3% | +513.4% |
| All | +855.4% | +626.4% | +229.0% | +513.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling