+7.4%
MAS vs MULL
+968.6%
-961.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.1% | -11.0% | -2.4% |
| 7D | +2.0% | -42.7% | +44.7% | +4.3% |
| 30D | +19.4% | -63.8% | +83.1% | +24.7% |
| 3M | +9.4% | -49.0% | +58.5% | +11.6% |
| 6M | +15.3% | -38.2% | +53.5% | +10.9% |
| YTD | +31.3% | +167.0% | -135.7% | +10.4% |
| 1Y | +34.9% | +247.7% | -212.9% | +9.8% |
| All | +7.4% | +968.6% | -961.1% | -29.7% |
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