+0.4%
MSFU vs MULL
+2,481.0%
-2,480.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -2.1% |
| 7D | -3.2% | +14.0% | -17.2% | -4.2% |
| 30D | -3.1% | +24.8% | -27.9% | -5.2% |
| 3M | +35.3% | -16.1% | +51.4% | +29.0% |
| 6M | +31.6% | +330.9% | -299.3% | -1.0% |
| YTD | -9.5% | +545.0% | -554.5% | -37.9% |
| 1Y | -18.4% | +2,427.1% | -2,445.5% | -57.6% |
| All | +0.4% | +2,481.0% | -2,480.6% | -55.8% |
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