-87.2%
MSTU vs MULL
+444.9%
-532.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -13.8% | +24.1% | +13.2% |
| 7D | -4.8% | -35.9% | +31.1% | +4.0% |
| 30D | -29.6% | -47.3% | +17.8% | -20.3% |
| 3M | +69.4% | -30.6% | +100.0% | +81.1% |
| 6M | -62.2% | +13.7% | -75.9% | -69.8% |
| YTD | -61.1% | +272.1% | -333.2% | -76.8% |
| 1Y | -87.2% | +475.1% | -562.2% | -93.2% |
| All | -87.2% | +444.9% | -532.0% | -93.2% |
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