-8.8%
MOS vs MULL
+260.4%
-269.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.3% | -10.5% | +1.7% |
| 7D | +19.7% | -27.1% | +46.8% | +19.8% |
| 30D | +21.5% | -54.2% | +75.7% | +22.9% |
| 3M | -0.4% | -42.0% | +41.5% | 0.0% |
| 6M | +4.5% | -43.5% | +48.0% | +4.4% |
| YTD | -2.9% | +199.9% | -202.8% | -5.3% |
| All | -8.8% | +260.4% | -269.3% | -11.4% |
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