+8.3%
MSI vs MULL
+1,070.1%
-1,061.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +7.4% | -32.2% | +39.6% | +7.3% |
| 30D | +18.7% | -55.4% | +74.1% | +18.6% |
| 3M | +14.5% | -41.3% | +55.7% | +14.2% |
| 6M | +38.1% | -44.9% | +83.0% | +36.5% |
| YTD | +38.7% | +192.4% | -153.7% | +29.0% |
| 1Y | +35.4% | +239.4% | -204.0% | +24.7% |
| All | +8.3% | +1,070.1% | -1,061.7% | -12.0% |
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 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