+61.7%
MTSI vs MULL
+444.9%
-383.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.8% | +12.8% | +2.0% |
| 7D | -10.7% | -35.9% | +25.3% | -1.8% |
| 30D | -29.0% | -47.3% | +18.3% | -19.0% |
| 3M | -14.7% | -30.6% | +15.9% | -8.6% |
| 6M | -20.1% | +13.7% | -33.8% | -25.7% |
| YTD | +36.1% | +272.1% | -236.0% | -0.5% |
| 1Y | +61.7% | +475.1% | -413.3% | +6.3% |
| All | +61.7% | +444.9% | -383.1% | +6.3% |
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