+366.2%
MULL vs OUST
+50.6%
+315.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +24.0% | 0.0% | +24.0% | +24.0% |
| 7D | -2.5% | +14.0% | -16.5% | -9.1% |
| 30D | -40.1% | +2.5% | -42.6% | -40.6% |
| 3M | -28.2% | -15.3% | -12.9% | -19.6% |
| 6M | -39.6% | +42.6% | -82.2% | -48.5% |
| YTD | +262.6% | +76.6% | +186.0% | +158.9% |
| 1Y | +366.2% | +54.1% | +312.1% | +263.0% |
| All | +366.2% | +50.6% | +315.6% | +263.0% |
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 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