+34.9%
MAS vs MULL
+248.8%
-214.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.1% | -11.0% | -2.2% |
| 7D | +2.0% | -42.7% | +44.7% | +3.2% |
| 30D | +19.4% | -63.8% | +83.1% | +22.4% |
| 3M | +9.4% | -49.0% | +58.5% | +10.5% |
| 6M | +15.3% | -38.2% | +53.5% | +12.6% |
| YTD | +31.3% | +167.0% | -135.7% | +21.7% |
| 1Y | +34.9% | +247.7% | -212.9% | +26.0% |
| All | +34.9% | +248.8% | -214.0% | +26.0% |
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