+2,330.7%
MULL vs MSTZ
-88.4%
+2,419.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.6% | -15.9% | -7.6% |
| 7D | +3.6% | +24.8% | -21.2% | +10.0% |
| 30D | +22.0% | -59.2% | +81.2% | +0.9% |
| 3M | -8.6% | -56.9% | +48.2% | -17.0% |
| 6M | +248.5% | -57.6% | +306.1% | +255.4% |
| YTD | +516.3% | -73.6% | +589.9% | +522.3% |
| 1Y | +2,036.6% | -15.6% | +2,052.2% | +3,336.7% |
| All | +2,330.7% | -88.4% | +2,419.1% | +3,568.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling