+2,302.1%
MULL vs MSTZ
-88.8%
+2,391.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -2.2% |
| 7D | -8.4% | +17.0% | -25.5% | -4.3% |
| 30D | +9.7% | -61.8% | +71.5% | -10.8% |
| 3M | -26.8% | -54.6% | +27.8% | -32.8% |
| 6M | +220.7% | -59.3% | +280.0% | +223.7% |
| YTD | +509.0% | -74.6% | +583.6% | +508.9% |
| 1Y | +1,739.5% | -18.8% | +1,758.3% | +2,828.8% |
| All | +2,302.1% | -88.8% | +2,391.0% | +3,489.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling