+10.1%
MSCI vs MULL
+1,100.2%
-1,090.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.3% | -11.5% | +0.8% |
| 7D | +1.5% | -27.1% | +28.6% | +1.5% |
| 30D | +14.4% | -54.2% | +68.6% | +14.7% |
| 3M | +15.2% | -42.0% | +57.2% | +15.2% |
| 6M | +11.2% | -43.5% | +54.7% | +8.2% |
| YTD | +13.9% | +199.9% | -186.0% | +0.6% |
| 1Y | +12.5% | +292.8% | -280.3% | -2.7% |
| All | +10.1% | +1,100.2% | -1,090.0% | -20.0% |
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