+2,581.4%
MULL vs MSTZ
-89.1%
+2,670.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.5% | -0.1% | +6.8% |
| 7D | +14.8% | -23.6% | +38.3% | +8.8% |
| 30D | +36.6% | -60.7% | +97.3% | +11.6% |
| 3M | -8.9% | -58.3% | +49.4% | -18.0% |
| 6M | +311.9% | -60.0% | +372.0% | +312.7% |
| YTD | +579.8% | -75.2% | +655.1% | +573.7% |
| 1Y | +2,421.5% | -19.9% | +2,441.4% | +3,892.8% |
| All | +2,581.4% | -89.1% | +2,670.5% | +3,871.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling