+1,138.0%
MUU vs OUST
+485.3%
+652.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +10.8% | +1.6% | +6.9% |
| 7D | -27.2% | +36.7% | -63.8% | -38.0% |
| 30D | -54.0% | -3.3% | -50.7% | -52.7% |
| 3M | -41.4% | -11.1% | -30.3% | -37.7% |
| 6M | -42.5% | +53.1% | -95.5% | -48.7% |
| YTD | +211.2% | +78.2% | +133.0% | +156.9% |
| 1Y | +313.4% | +50.0% | +263.4% | +261.7% |
| All | +1,138.0% | +485.3% | +652.8% | +464.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling