-31.0%
MSTR vs MULL
-37.0%
+6.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.1% | -9.4% | -1.3% |
| 7D | -1.2% | -42.7% | +41.5% | +3.9% |
| 30D | -15.9% | -63.8% | +47.8% | -7.9% |
| 3M | +33.1% | -49.0% | +82.2% | +41.1% |
| 6M | -31.0% | -38.2% | +7.2% | -34.8% |
| All | -31.0% | -37.0% | +6.0% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling