+40.5%
MOS vs MLM
+3,210.3%
-3,169.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +2.4% | +15.0% | +16.3% |
| 7D | +17.9% | +9.1% | +8.8% | +13.3% |
| 30D | +1.6% | +14.6% | -13.1% | -4.8% |
| 3M | -4.0% | +0.3% | -4.3% | -4.4% |
| 6M | -4.1% | -7.5% | +3.3% | -1.3% |
| YTD | -7.8% | -10.2% | +2.4% | -4.6% |
| 1Y | -15.6% | -10.5% | -5.1% | -12.7% |
| 3Y | -28.9% | +27.8% | -56.7% | -39.2% |
| 5Y | -36.8% | +38.9% | -75.7% | -49.5% |
| 10Y | +6.7% | +211.4% | -204.7% | -42.9% |
| All | +40.5% | +3,210.3% | -3,169.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling