+5.3%
MUB vs OUST
-62.4%
+67.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | 0.0% |
| 7D | -0.9% | +5.2% | -6.1% | -0.9% |
| 30D | -1.4% | -19.3% | +17.8% | -1.3% |
| 3M | -2.2% | -22.6% | +20.5% | -2.1% |
| 6M | -1.9% | +62.8% | -64.7% | -2.3% |
| YTD | -0.8% | +68.3% | -69.1% | -1.2% |
| 1Y | +2.7% | +28.5% | -25.8% | +2.4% |
| 3Y | +8.6% | +554.0% | -545.5% | +6.6% |
| 5Y | +2.0% | -56.2% | +58.3% | +0.8% |
| All | +5.3% | -62.4% | +67.7% | +4.1% |
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 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