+2,523.1%
MULL vs OUST
+256.8%
+2,266.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +1.7% | +10.1% | +10.9% |
| 7D | +17.3% | +5.2% | +12.1% | +14.3% |
| 30D | +23.5% | -19.3% | +42.8% | +38.3% |
| 3M | -24.0% | -22.6% | -1.3% | -10.9% |
| 6M | +276.7% | +62.8% | +214.0% | +222.8% |
| YTD | +565.1% | +68.3% | +496.7% | +450.0% |
| 1Y | +2,802.6% | +28.5% | +2,774.0% | +2,436.3% |
| All | +2,523.1% | +256.8% | +2,266.3% | +1,142.9% |
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