+25.1%
MSFT vs MULL
+1,351.1%
-1,326.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +24.0% | -26.3% | -3.1% |
| 7D | -6.2% | -2.5% | -3.7% | -6.5% |
| 30D | -3.7% | -40.1% | +36.4% | -2.5% |
| 3M | +3.6% | -28.2% | +31.8% | +3.8% |
| 6M | +26.8% | -39.6% | +66.4% | +22.9% |
| YTD | +8.4% | +262.6% | -254.2% | -9.1% |
| 1Y | +3.3% | +366.2% | -362.9% | -15.9% |
| All | +25.1% | +1,351.1% | -1,326.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling