+1,053.2%
MULL vs OUST
+274.3%
+778.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.0% |
| 7D | -32.2% | +31.9% | -64.1% | -41.9% |
| 30D | -55.4% | -4.2% | -51.2% | -53.8% |
| 3M | -41.3% | -9.3% | -32.0% | -38.0% |
| 6M | -44.9% | +51.7% | -96.6% | -51.5% |
| YTD | +192.4% | +76.6% | +115.8% | +136.2% |
| 1Y | +239.4% | +48.9% | +190.5% | +192.4% |
| All | +1,053.2% | +274.3% | +778.9% | +433.6% |
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