+865.3%
MULL vs OUST
+198.9%
+666.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -9.0% | -25.2% | -29.3% |
| 7D | -53.1% | -5.0% | -48.0% | -51.6% |
| 30D | -64.1% | -32.0% | -32.0% | -55.4% |
| 3M | -54.6% | -32.4% | -22.2% | -43.8% |
| 6M | -38.7% | +6.7% | -45.4% | -35.8% |
| YTD | +144.7% | +41.0% | +103.7% | +123.6% |
| 1Y | +220.3% | +18.0% | +202.3% | +212.2% |
| All | +865.3% | +198.9% | +666.3% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling