+2,802.6%
MULL vs MSTZ
-29.5%
+2,832.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.6% | +9.2% | +12.4% |
| 7D | +17.3% | -29.7% | +47.0% | +10.3% |
| 30D | +23.5% | -65.3% | +88.8% | -0.1% |
| 3M | -24.0% | -57.3% | +33.3% | -27.2% |
| 6M | +276.7% | -61.6% | +338.4% | +288.7% |
| YTD | +565.1% | -78.3% | +643.3% | +572.4% |
| 1Y | +2,802.6% | -30.2% | +2,832.8% | +6,236.3% |
| All | +2,802.6% | -29.5% | +2,832.0% | +6,236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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