+1,211.6%
MULL vs MSTZ
-89.1%
+1,300.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.9% | -10.1% | -3.8% |
| 7D | +24.5% | +30.8% | -6.2% | +34.5% |
| 30D | -35.5% | +41.2% | -76.7% | -24.8% |
| 3M | -44.8% | -60.9% | +16.1% | -50.0% |
| 6M | -45.5% | -15.7% | -29.8% | -31.5% |
| YTD | +232.5% | -75.2% | +307.8% | +265.6% |
| 1Y | +343.3% | -59.8% | +403.0% | +484.4% |
| All | +1,211.6% | -89.1% | +1,300.7% | +2,055.0% |
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