+71.8%
MTSI vs MULL
+1,070.1%
-998.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.9% |
| 7D | -3.8% | -32.2% | +28.4% | +4.7% |
| 30D | -31.4% | -55.4% | +24.0% | -18.0% |
| 3M | -23.8% | -41.3% | +17.5% | -15.0% |
| 6M | -37.1% | -44.9% | +7.8% | -34.8% |
| YTD | +32.2% | +192.4% | -160.2% | -12.2% |
| 1Y | +26.9% | +239.4% | -212.5% | -20.6% |
| All | +71.8% | +1,070.1% | -998.3% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling