+5.9%
MOS vs MULL
+2,561.4%
-2,555.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.8% | -10.4% | +0.8% |
| 7D | +9.5% | +17.3% | -7.8% | +8.7% |
| 30D | +10.4% | +23.5% | -13.1% | +9.1% |
| 3M | +12.9% | -24.0% | +36.9% | +11.7% |
| 6M | +1.2% | +276.7% | -275.5% | -10.2% |
| YTD | +9.3% | +565.1% | -555.8% | -8.2% |
| 1Y | -18.0% | +2,802.6% | -2,820.6% | -40.7% |
| All | +5.9% | +2,561.4% | -2,555.5% | -29.3% |
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 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