+15.2%
MS vs MULL
+253.3%
-238.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.4% |
| 7D | +0.8% | -32.2% | +33.0% | +2.6% |
| 30D | -0.7% | -55.4% | +54.7% | +3.3% |
| 3M | -12.4% | -41.3% | +28.9% | -10.8% |
| 6M | -1.7% | -44.9% | +43.2% | -3.0% |
| YTD | +8.0% | +192.4% | -184.4% | -6.7% |
| All | +15.2% | +253.3% | -238.1% | -2.6% |
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