+953.2%
MULL vs OUST
+240.8%
+712.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +14.0% | -4.9% | +1.4% |
| 7D | -42.7% | +17.0% | -59.7% | -47.5% |
| 30D | -63.8% | -16.5% | -47.3% | -59.6% |
| 3M | -49.0% | -23.7% | -25.4% | -41.1% |
| 6M | -38.2% | +18.4% | -56.5% | -39.2% |
| YTD | +167.0% | +60.8% | +106.2% | +126.7% |
| 1Y | +247.7% | +44.2% | +203.5% | +207.4% |
| All | +953.2% | +240.8% | +712.4% | +412.2% |
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