-42.3%
MSTR vs MULL
+444.9%
-487.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -13.8% | +18.9% | +6.5% |
| 7D | -1.8% | -35.9% | +34.1% | +2.7% |
| 30D | -13.3% | -47.3% | +34.0% | -7.9% |
| 3M | +46.0% | -30.6% | +76.5% | +50.3% |
| 6M | -22.4% | +13.7% | -36.1% | -31.1% |
| YTD | -6.2% | +272.1% | -278.3% | -28.3% |
| 1Y | -42.3% | +475.1% | -517.4% | -58.7% |
| All | -42.3% | +444.9% | -487.2% | -58.7% |
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