+48.7%
MS vs MULL
+1,100.2%
-1,051.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.3% | -9.2% | +2.0% |
| 7D | +0.7% | -27.1% | +27.8% | +2.8% |
| 30D | -0.9% | -54.2% | +53.3% | +5.0% |
| 3M | -13.0% | -42.0% | +29.0% | -10.5% |
| 6M | -2.0% | -43.5% | +41.5% | -5.2% |
| YTD | +7.8% | +199.9% | -192.1% | -18.7% |
| 1Y | +17.9% | +292.8% | -275.0% | -15.9% |
| All | +48.7% | +1,100.2% | -1,051.5% | -23.8% |
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