-63.8%
MSTR vs MULL
+968.6%
-1,032.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.1% | -9.4% | -1.9% |
| 7D | -1.2% | -42.7% | +41.5% | +7.2% |
| 30D | -15.9% | -63.8% | +47.8% | -1.8% |
| 3M | +33.1% | -49.0% | +82.2% | +45.1% |
| 6M | -31.0% | -38.2% | +7.2% | -37.8% |
| YTD | -15.1% | +167.0% | -182.2% | -49.8% |
| 1Y | -45.6% | +247.7% | -293.4% | -71.2% |
| All | -63.8% | +968.6% | -1,032.4% | -89.1% |
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