-9.5%
MOS vs MULL
+1,230.7%
-1,240.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.9% |
| 7D | -2.0% | +24.5% | -26.5% | -2.9% |
| 30D | +15.3% | -35.5% | +50.8% | +16.5% |
| 3M | +1.5% | -44.8% | +46.3% | +2.9% |
| 6M | -2.0% | -45.5% | +43.5% | -3.4% |
| YTD | -6.5% | +232.5% | -239.1% | -19.9% |
| 1Y | -11.1% | +343.3% | -354.3% | -26.1% |
| All | -9.5% | +1,230.7% | -1,240.1% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling