-5.2%
MSI vs MULL
+2,481.0%
-2,486.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -1.1% |
| 7D | -5.8% | +14.0% | -19.7% | -5.8% |
| 30D | -1.0% | +24.8% | -25.8% | -1.1% |
| 3M | +14.2% | -16.1% | +30.3% | +13.9% |
| 6M | +1.0% | +330.9% | -329.9% | -4.0% |
| YTD | +21.5% | +545.0% | -523.5% | +13.1% |
| 1Y | -2.1% | +2,427.1% | -2,429.3% | -14.9% |
| All | -5.2% | +2,481.0% | -2,486.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling