-15.6%
MOS vs MULL
+444.9%
-460.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -13.8% | +31.1% | +17.6% |
| 7D | +17.9% | -35.9% | +53.9% | +19.0% |
| 30D | +1.6% | -47.3% | +48.9% | +2.8% |
| 3M | -4.0% | -30.6% | +26.6% | -3.6% |
| 6M | -4.1% | +13.7% | -17.8% | -4.7% |
| YTD | -7.8% | +272.1% | -279.9% | -9.8% |
| 1Y | -15.6% | +475.1% | -490.6% | -18.6% |
| All | -15.6% | +444.9% | -460.4% | -18.6% |
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