-10.1%
MOS vs MULL
+1,303.2%
-1,313.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -4.4% |
| 7D | -2.6% | +43.3% | -45.8% | -3.9% |
| 30D | +13.5% | -37.4% | +50.9% | +14.8% |
| 3M | -2.9% | -36.8% | +33.9% | -2.2% |
| 6M | -1.0% | -36.9% | +35.9% | -3.1% |
| YTD | -7.2% | +250.7% | -257.9% | -20.6% |
| 1Y | -11.4% | +337.6% | -349.0% | -26.2% |
| All | -10.1% | +1,303.2% | -1,313.3% | -38.9% |
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