+1,534.9%
MU vs OUST
-65.4%
+1,600.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +15.7% | -22.7% | -9.9% |
| 7D | -19.1% | -0.2% | -18.9% | -19.4% |
| 30D | -25.2% | -24.0% | -1.3% | -21.9% |
| 3M | -10.9% | -29.9% | +19.0% | -6.0% |
| 6M | +38.0% | +19.1% | +18.8% | +32.0% |
| YTD | +178.8% | +55.0% | +123.8% | +153.1% |
| 1Y | +265.1% | +21.2% | +244.0% | +242.0% |
| 3Y | +1,006.2% | +626.0% | +380.3% | +622.5% |
| 5Y | +1,027.5% | -51.6% | +1,079.1% | +880.8% |
| All | +1,534.9% | -65.4% | +1,600.3% | +1,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling