+40.4%
MAS vs MULL
+251.4%
-211.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | +3.6% | -32.2% | +35.8% | +4.4% |
| 30D | +23.8% | -55.4% | +79.2% | +26.1% |
| 3M | +14.4% | -41.3% | +55.7% | +15.1% |
| 6M | +19.7% | -44.9% | +64.6% | +17.6% |
| YTD | +36.0% | +192.4% | -156.4% | +25.0% |
| 1Y | +40.4% | +239.4% | -199.1% | +29.6% |
| All | +40.4% | +251.4% | -211.0% | +29.6% |
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