+153.8%
MU vs OUST
+59.7%
+94.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.4% |
| 7D | +9.0% | +5.2% | +3.7% | +6.7% |
| 30D | +13.8% | -19.3% | +33.1% | +23.4% |
| 3M | +2.1% | -22.6% | +24.7% | +7.9% |
| 6M | +153.8% | +62.8% | +91.0% | +102.1% |
| All | +153.8% | +59.7% | +94.1% | +102.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling