-7.6%
MOS vs MULL
+968.6%
-976.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.1% | -9.0% | -0.2% |
| 7D | +21.6% | -42.7% | +64.3% | +23.6% |
| 30D | +12.0% | -63.8% | +75.7% | +16.1% |
| 3M | -3.9% | -49.0% | +45.2% | -2.4% |
| 6M | -3.3% | -38.2% | +34.9% | -5.9% |
| YTD | -4.6% | +167.0% | -171.7% | -17.5% |
| 1Y | -7.0% | +247.7% | -254.7% | -22.0% |
| All | -7.6% | +968.6% | -976.2% | -36.5% |
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