-92.7%
MSTU vs MULL
+3,061.6%
-3,154.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +11.8% | -15.0% | -5.7% |
| 7D | +21.3% | +17.3% | +4.0% | +17.1% |
| 30D | +90.8% | +23.5% | +67.3% | +81.2% |
| 3M | -6.8% | -24.0% | +17.2% | -12.4% |
| 6M | -39.8% | +276.7% | -316.6% | -67.3% |
| YTD | -55.7% | +565.1% | -620.8% | -81.3% |
| 1Y | -92.7% | +2,802.6% | -2,895.3% | -98.8% |
| All | -92.7% | +3,061.6% | -3,154.3% | -98.8% |
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 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