+18.2%
MSFT vs MULL
+2,366.2%
-2,347.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.3% | +9.5% | +0.5% |
| 7D | -3.5% | +3.6% | -7.1% | -3.7% |
| 30D | -2.1% | +22.0% | -24.1% | -3.1% |
| 3M | +24.2% | -8.6% | +32.8% | +20.7% |
| 6M | +21.9% | +248.5% | -226.7% | +6.9% |
| YTD | +2.5% | +516.3% | -513.8% | -15.1% |
| 1Y | -0.8% | +2,036.6% | -2,037.4% | -27.7% |
| All | +18.2% | +2,366.2% | -2,347.9% | -22.2% |
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