+49.0%
MS vs MULL
+1,070.1%
-1,021.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | +0.5% |
| 7D | +0.8% | -32.2% | +33.0% | +3.6% |
| 30D | -0.7% | -55.4% | +54.7% | +5.4% |
| 3M | -12.4% | -41.3% | +28.9% | -10.0% |
| 6M | -1.7% | -44.9% | +43.2% | -4.8% |
| YTD | +8.0% | +192.4% | -184.4% | -18.3% |
| 1Y | +16.2% | +239.4% | -223.2% | -15.3% |
| All | +49.0% | +1,070.1% | -1,021.0% | -23.4% |
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