+1,106.1%
MUU vs OUST
+480.0%
+626.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.1% |
| 7D | -32.5% | +31.9% | -64.4% | -41.4% |
| 30D | -55.2% | -4.2% | -51.0% | -53.7% |
| 3M | -40.7% | -9.3% | -31.4% | -37.6% |
| 6M | -43.9% | +51.7% | -95.6% | -49.7% |
| YTD | +203.2% | +76.6% | +126.5% | +151.5% |
| 1Y | +257.0% | +48.9% | +208.1% | +213.8% |
| All | +1,106.1% | +480.0% | +626.1% | +452.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling