+9.5%
MAS vs MULL
+879.3%
-869.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -34.2% | +30.8% | -1.7% |
| 7D | +4.6% | -53.1% | +57.6% | +8.0% |
| 30D | +19.9% | -64.1% | +84.0% | +25.2% |
| 3M | +8.9% | -54.6% | +63.4% | +11.7% |
| 6M | +20.2% | -38.7% | +58.8% | +15.4% |
| YTD | +33.9% | +144.7% | -110.8% | +13.0% |
| 1Y | +34.7% | +220.3% | -185.6% | +10.1% |
| All | +9.5% | +879.3% | -869.8% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling