-37.5%
MUZ vs OUST
-17.2%
-20.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +14.0% | -23.9% | +1.5% |
| 7D | +45.8% | +17.0% | +28.8% | +68.9% |
| 30D | +99.8% | -16.5% | +116.3% | +86.0% |
| 3M | +12.0% | -23.7% | +35.6% | +0.9% |
| All | -37.5% | -17.2% | -20.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling