-9.6%
MOS vs MLM
+41.9%
-51.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +9.5% | -2.9% | +12.4% | +10.6% |
| 30D | +10.4% | -6.8% | +17.2% | +13.1% |
| 3M | +12.9% | -11.2% | +24.1% | +17.3% |
| 6M | +1.2% | -21.8% | +23.1% | +9.7% |
| YTD | +9.3% | -17.0% | +26.3% | +15.2% |
| 1Y | -18.0% | -16.4% | -1.6% | -14.0% |
| 3Y | -29.0% | +14.5% | -43.5% | -35.8% |
| All | -9.6% | +41.9% | -51.5% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling