+7.5%
MOS vs MLM
+190.7%
-183.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.4% | +6.1% |
| 7D | +22.5% | -1.2% | +23.7% | +23.3% |
| 30D | +6.6% | +7.9% | -1.3% | +2.0% |
| 3M | -3.8% | -4.5% | +0.7% | -1.9% |
| 6M | -2.2% | -12.6% | +10.4% | +4.1% |
| YTD | -4.8% | -14.9% | +10.1% | +1.5% |
| 1Y | -11.7% | -13.1% | +1.4% | -7.1% |
| 3Y | -26.5% | +21.2% | -47.7% | -38.3% |
| 5Y | -32.2% | +32.0% | -64.2% | -48.2% |
| All | +7.5% | +190.7% | -183.2% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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