+26.4%
MTSI vs MULL
+248.8%
-222.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +9.1% | +1.7% | +8.7% |
| 7D | -10.0% | -42.7% | +32.7% | +1.7% |
| 30D | -37.2% | -63.8% | +26.6% | -22.0% |
| 3M | -30.1% | -49.0% | +19.0% | -19.5% |
| 6M | -31.9% | -38.2% | +6.3% | -28.5% |
| YTD | +23.2% | +167.0% | -143.9% | -3.3% |
| 1Y | +26.4% | +247.7% | -221.3% | -7.2% |
| All | +26.4% | +248.8% | -222.5% | -7.2% |
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