+8.9%
MSI vs MULL
+1,303.2%
-1,294.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | +2.6% | +43.3% | -40.7% | +2.8% |
| 30D | +18.1% | -37.4% | +55.6% | +18.0% |
| 3M | +13.2% | -36.8% | +50.1% | +13.1% |
| 6M | +36.3% | -36.9% | +73.1% | +34.9% |
| YTD | +39.5% | +250.7% | -211.1% | +29.8% |
| 1Y | +36.9% | +337.6% | -300.7% | +25.9% |
| All | +8.9% | +1,303.2% | -1,294.2% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling