+20.0%
MSFT vs MULL
+2,561.4%
-2,541.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +11.8% | -13.9% | -2.5% |
| 7D | -2.7% | +17.3% | -20.0% | -3.3% |
| 30D | +2.7% | +23.5% | -20.8% | +1.6% |
| 3M | +17.0% | -24.0% | +40.9% | +14.6% |
| 6M | +23.8% | +276.7% | -252.9% | +8.2% |
| YTD | +4.0% | +565.1% | -561.1% | -14.0% |
| 1Y | -0.8% | +2,802.6% | -2,803.4% | -29.6% |
| All | +20.0% | +2,561.4% | -2,541.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling