+44.2%
MS vs MULL
+968.6%
-924.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.1% | -9.7% | -1.4% |
| 7D | -1.6% | -42.7% | +41.2% | +2.6% |
| 30D | -3.8% | -63.8% | +60.0% | +4.1% |
| 3M | -14.6% | -49.0% | +34.4% | -11.1% |
| 6M | -5.1% | -38.2% | +33.1% | -9.7% |
| YTD | +4.5% | +167.0% | -162.5% | -20.3% |
| 1Y | +13.5% | +247.7% | -234.2% | -18.0% |
| All | +44.2% | +968.6% | -924.4% | -25.2% |
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