+1,082.9%
MULL vs OUST
+277.8%
+805.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +10.8% | +1.5% | +6.3% |
| 7D | -27.1% | +36.7% | -63.8% | -38.7% |
| 30D | -54.2% | -3.3% | -50.9% | -52.9% |
| 3M | -42.0% | -11.1% | -30.8% | -38.1% |
| 6M | -43.5% | +53.1% | -96.5% | -50.5% |
| YTD | +199.9% | +78.2% | +121.7% | +141.0% |
| 1Y | +292.8% | +50.0% | +242.8% | +236.9% |
| All | +1,082.9% | +277.8% | +805.2% | +444.6% |
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