+475.1%
MULL vs OUST
+11.1%
+464.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +15.7% | -29.5% | -24.6% |
| 7D | -35.9% | -0.2% | -35.7% | -37.1% |
| 30D | -47.3% | -24.0% | -23.4% | -37.4% |
| 3M | -30.6% | -29.9% | -0.7% | -13.9% |
| 6M | +13.7% | +19.1% | -5.4% | +8.1% |
| YTD | +272.1% | +55.0% | +217.1% | +201.0% |
| 1Y | +475.1% | +21.2% | +453.9% | +416.5% |
| All | +475.1% | +11.1% | +464.0% | +416.5% |
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