-6.1%
MSCI vs MULL
+2,481.0%
-2,487.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.0% | -0.8% | -3.8% |
| 7D | -2.1% | +14.0% | -16.1% | -2.1% |
| 30D | -1.7% | +24.8% | -26.6% | -1.9% |
| 3M | -8.2% | -16.1% | +7.9% | -8.9% |
| 6M | -2.4% | +330.9% | -333.3% | -11.9% |
| YTD | -2.8% | +545.0% | -547.8% | -14.4% |
| 1Y | -2.7% | +2,427.1% | -2,429.8% | -22.9% |
| All | -6.1% | +2,481.0% | -2,487.1% | -31.9% |
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