+3.1%
MUB vs OUST
-56.4%
+59.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.0% | +9.4% | +0.5% |
| 7D | +0.9% | -5.0% | +6.0% | +0.9% |
| 30D | +3.8% | -32.0% | +35.8% | +3.9% |
| 3M | -0.7% | -32.4% | +31.7% | -0.5% |
| 6M | -0.8% | +6.7% | -7.5% | -1.0% |
| YTD | 0.0% | +41.0% | -41.1% | -0.4% |
| 1Y | +0.6% | +18.0% | -17.4% | +0.3% |
| 3Y | +11.4% | +560.6% | -549.2% | +9.0% |
| 5Y | +3.1% | -55.1% | +58.2% | +2.0% |
| All | +3.1% | -56.4% | +59.5% | +2.0% |
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