-97.9%
MSTU vs MULL
+2,620.5%
-2,718.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.4% | -10.8% | -7.2% |
| 7D | +12.9% | +14.8% | -1.9% | +7.3% |
| 30D | +68.3% | +36.6% | +31.8% | +49.9% |
| 3M | +0.4% | -8.9% | +9.3% | -15.0% |
| 6M | -41.5% | +311.9% | -353.4% | -78.1% |
| YTD | -61.7% | +579.8% | -641.6% | -90.1% |
| 1Y | -93.7% | +2,421.5% | -2,515.2% | -99.3% |
| All | -97.9% | +2,620.5% | -2,718.4% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling