-56.4%
MSTR vs MULL
+3,061.6%
-3,118.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.8% | -13.2% | -2.7% |
| 7D | +12.2% | +17.3% | -5.1% | +10.1% |
| 30D | +45.2% | +23.5% | +21.7% | +41.3% |
| 3M | +10.4% | -24.0% | +34.4% | +6.7% |
| 6M | -2.5% | +276.7% | -279.2% | -28.9% |
| YTD | -6.0% | +565.1% | -571.1% | -39.6% |
| 1Y | -56.4% | +2,802.6% | -2,859.0% | -82.6% |
| All | -56.4% | +3,061.6% | -3,118.0% | -82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling