+18.9%
MSFU vs MULL
+1,100.2%
-1,081.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.3% | -6.9% | +4.5% |
| 7D | +14.6% | -27.1% | +41.7% | +16.5% |
| 30D | +2.1% | -54.2% | +56.3% | +7.0% |
| 3M | +14.7% | -42.0% | +56.6% | +17.1% |
| 6M | +55.7% | -43.5% | +99.1% | +46.4% |
| YTD | +7.1% | +199.9% | -192.8% | -23.3% |
| 1Y | -0.5% | +292.8% | -293.3% | -33.1% |
| All | +18.9% | +1,100.2% | -1,081.3% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling