+475.1%
MULL vs MSTZ
-63.1%
+538.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -9.6% | -4.2% | -15.8% |
| 7D | -35.9% | +0.7% | -36.6% | -35.4% |
| 30D | -47.3% | +16.6% | -63.9% | -44.2% |
| 3M | -30.6% | -74.7% | +44.1% | -42.6% |
| 6M | +13.7% | -43.9% | +57.6% | +27.0% |
| YTD | +272.1% | -84.0% | +356.1% | +269.3% |
| 1Y | +475.1% | -65.1% | +540.2% | +634.6% |
| All | +475.1% | -63.1% | +538.1% | +634.6% |
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