+0.5%
MUB vs OUST
+32.6%
-32.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +14.0% | -13.9% | 0.0% |
| 7D | +0.7% | +17.0% | -16.3% | +0.6% |
| 30D | +4.4% | -16.5% | +20.9% | +4.4% |
| 3M | -0.4% | -23.7% | +23.2% | -0.4% |
| 6M | -0.9% | +18.4% | -19.3% | -1.1% |
| YTD | +0.1% | +60.8% | -60.7% | -0.2% |
| 1Y | +0.5% | +44.2% | -43.7% | +0.3% |
| All | +0.5% | +32.6% | -32.1% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling