+13.4%
MAS vs MULL
+1,389.1%
-1,375.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -13.8% | +19.4% | +6.3% |
| 7D | +14.2% | -35.9% | +50.1% | +16.5% |
| 30D | +26.8% | -47.3% | +74.2% | +30.4% |
| 3M | +13.1% | -30.6% | +43.7% | +14.0% |
| 6M | +27.9% | +13.7% | +14.2% | +18.9% |
| YTD | +38.7% | +272.1% | -233.5% | +15.0% |
| 1Y | +40.4% | +475.1% | -434.7% | +11.0% |
| All | +13.4% | +1,389.1% | -1,375.6% | -26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling