+908.0%
MUU vs OUST
+363.1%
+544.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -9.0% | -25.4% | -29.8% |
| 7D | -53.2% | -5.0% | -48.2% | -51.8% |
| 30D | -64.1% | -32.0% | -32.0% | -56.0% |
| 3M | -54.1% | -32.4% | -21.7% | -43.9% |
| 6M | -37.7% | +6.7% | -44.4% | -34.5% |
| YTD | +153.4% | +41.0% | +112.3% | +135.7% |
| 1Y | +237.5% | +18.0% | +219.5% | +232.8% |
| All | +908.0% | +363.1% | +544.9% | +417.8% |
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