+1,000.7%
MUU vs OUST
+428.0%
+572.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +14.0% | -4.8% | +2.0% |
| 7D | -42.8% | +17.0% | -59.8% | -47.2% |
| 30D | -63.6% | -16.5% | -47.1% | -59.7% |
| 3M | -48.5% | -23.7% | -24.9% | -41.0% |
| 6M | -36.9% | +18.4% | -55.3% | -37.5% |
| YTD | +176.7% | +60.8% | +115.9% | +140.4% |
| 1Y | +266.3% | +44.2% | +222.1% | +230.1% |
| All | +1,000.7% | +428.0% | +572.7% | +428.0% |
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