+12.5%
MSCI vs MULL
+1,230.7%
-1,218.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.5% | +1.4% |
| 7D | +3.0% | +24.5% | -21.5% | +2.9% |
| 30D | +17.8% | -35.5% | +53.3% | +17.9% |
| 3M | +15.2% | -44.8% | +60.0% | +15.3% |
| 6M | +16.5% | -45.5% | +61.9% | +14.0% |
| YTD | +16.4% | +232.5% | -216.2% | +2.7% |
| 1Y | +16.8% | +343.3% | -326.4% | +1.0% |
| All | +12.5% | +1,230.7% | -1,218.2% | -18.3% |
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