-5.8%
MSI vs MULL
+2,620.5%
-2,626.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.4% | -6.1% | -0.7% |
| 7D | -4.0% | +14.8% | -18.7% | -4.0% |
| 30D | -0.5% | +36.6% | -37.0% | -0.6% |
| 3M | +11.4% | -8.9% | +20.3% | +11.1% |
| 6M | +1.0% | +311.9% | -311.0% | -3.8% |
| YTD | +20.7% | +579.8% | -559.2% | +12.3% |
| 1Y | -2.7% | +2,421.5% | -2,424.2% | -15.2% |
| All | -5.8% | +2,620.5% | -2,626.3% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling