+6.1%
MUB vs OUST
-60.6%
+66.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +0.6% | +31.9% | -31.3% | +0.5% |
| 30D | +3.4% | -4.2% | +7.6% | +3.4% |
| 3M | -0.7% | -9.3% | +8.6% | -0.7% |
| 6M | -1.0% | +51.7% | -52.6% | -1.3% |
| YTD | 0.0% | +76.6% | -76.6% | -0.5% |
| 1Y | +0.4% | +48.9% | -48.5% | 0.0% |
| 3Y | +10.5% | +675.3% | -664.8% | +8.4% |
| 5Y | +3.1% | -44.0% | +47.1% | +1.7% |
| All | +6.1% | -60.6% | +66.7% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling