-0.5%
MSFT vs MULL
+2,529.3%
-2,529.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -5.9% | -0.5% |
| 7D | -1.0% | +14.8% | -15.8% | -1.2% |
| 30D | -2.7% | +36.6% | -39.2% | -3.1% |
| 3M | +22.1% | -8.9% | +31.0% | +19.5% |
| 6M | +20.6% | +311.9% | -291.4% | +12.2% |
| YTD | +2.3% | +579.8% | -577.5% | -7.3% |
| 1Y | -0.5% | +2,421.5% | -2,422.1% | -13.5% |
| All | -0.5% | +2,529.3% | -2,529.9% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling