+1,315.7%
MU vs OUST
-56.2%
+1,371.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.8% |
| 7D | +9.0% | +5.2% | +3.7% | +7.9% |
| 30D | +13.8% | -19.3% | +33.1% | +18.3% |
| 3M | +2.1% | -22.6% | +24.7% | +5.7% |
| 6M | +153.8% | +62.8% | +91.0% | +130.5% |
| YTD | +256.4% | +68.3% | +188.0% | +219.2% |
| 1Y | +719.8% | +28.5% | +691.2% | +650.8% |
| 3Y | +1,360.4% | +554.0% | +806.3% | +839.9% |
| All | +1,315.7% | -56.2% | +1,371.8% | +1,333.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling