+40.4%
MAS vs MULL
+444.9%
-404.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -13.8% | +19.4% | +6.0% |
| 7D | +14.2% | -35.9% | +50.1% | +15.4% |
| 30D | +26.8% | -47.3% | +74.2% | +28.9% |
| 3M | +13.1% | -30.6% | +43.7% | +13.6% |
| 6M | +27.9% | +13.7% | +14.2% | +22.6% |
| YTD | +38.7% | +272.1% | -233.5% | +27.4% |
| 1Y | +40.4% | +475.1% | -434.7% | +29.8% |
| All | +40.4% | +444.9% | -404.5% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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 · 6 months rolling