-60.0%
MSTR vs MULL
+2,561.4%
-2,621.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.8% | -13.2% | -3.4% |
| 7D | +12.2% | +17.3% | -5.1% | +9.1% |
| 30D | +45.2% | +23.5% | +21.7% | +39.2% |
| 3M | +10.4% | -24.0% | +34.4% | +5.3% |
| 6M | -2.5% | +276.7% | -279.2% | -39.0% |
| YTD | -6.0% | +565.1% | -571.1% | -51.4% |
| 1Y | -56.4% | +2,802.6% | -2,859.0% | -86.2% |
| All | -60.0% | +2,561.4% | -2,621.3% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling