-61.7%
MSTR vs MULL
+2,481.0%
-2,542.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.9% |
| 7D | +9.3% | +14.0% | -4.7% | +6.8% |
| 30D | +36.5% | +24.8% | +11.7% | +30.7% |
| 3M | +7.3% | -16.1% | +23.4% | +1.1% |
| 6M | +2.2% | +330.9% | -328.7% | -38.0% |
| YTD | -10.2% | +545.0% | -555.2% | -53.3% |
| 1Y | -58.6% | +2,427.1% | -2,485.8% | -86.4% |
| All | -61.7% | +2,481.0% | -2,542.8% | -89.8% |
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