+7.8%
MAS vs MULL
+968.6%
-960.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.1% | -10.7% | -2.0% |
| 7D | +2.4% | -42.7% | +45.1% | +4.7% |
| 30D | +19.8% | -63.8% | +83.6% | +25.2% |
| 3M | +9.8% | -49.0% | +58.9% | +12.0% |
| 6M | +15.8% | -38.2% | +53.9% | +11.3% |
| YTD | +31.8% | +167.0% | -135.2% | +10.8% |
| 1Y | +35.4% | +247.7% | -212.3% | +10.3% |
| All | +7.8% | +968.6% | -960.7% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling