+276.7%
MULL vs OUST
+59.7%
+217.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.1% | +10.4% |
| 7D | +17.3% | +5.2% | +12.1% | +12.6% |
| 30D | +23.5% | -19.3% | +42.8% | +46.2% |
| 3M | -24.0% | -22.6% | -1.3% | -7.1% |
| 6M | +276.7% | +62.8% | +214.0% | +170.6% |
| All | +276.7% | +59.7% | +217.0% | +170.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling