+7.6%
MOS vs MLM
+185.4%
-177.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +1.1% |
| 7D | +21.6% | -4.1% | +25.7% | +24.4% |
| 30D | +12.0% | +8.2% | +3.8% | +6.9% |
| 3M | -3.9% | -3.6% | -0.3% | -2.5% |
| 6M | -3.3% | -15.6% | +12.2% | +4.8% |
| YTD | -4.6% | -16.4% | +11.8% | +2.6% |
| 1Y | -7.0% | -14.3% | +7.4% | -1.4% |
| 3Y | -24.4% | +19.3% | -43.7% | -36.1% |
| 5Y | -32.1% | +29.6% | -61.7% | -47.6% |
| All | +7.6% | +185.4% | -177.8% | -50.9% |
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