+25.8%
MSFT vs MULL
+1,230.7%
-1,204.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.3% | +0.4% |
| 7D | -1.3% | +24.5% | -25.8% | -2.2% |
| 30D | -1.8% | -35.5% | +33.7% | -0.8% |
| 3M | +5.6% | -44.8% | +50.4% | +6.9% |
| 6M | +29.8% | -45.5% | +75.3% | +26.4% |
| YTD | +9.0% | +232.5% | -223.5% | -8.3% |
| 1Y | +4.9% | +343.3% | -338.3% | -14.5% |
| All | +25.8% | +1,230.7% | -1,204.9% | -16.0% |
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