+66.5%
MOS vs MLM
+2,961.7%
-2,895.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +9.5% | -2.9% | +12.4% | +11.0% |
| 30D | +10.4% | -6.8% | +17.2% | +14.0% |
| 3M | +12.9% | -11.2% | +24.1% | +18.7% |
| 6M | +1.2% | -21.8% | +23.1% | +12.7% |
| YTD | +9.3% | -17.0% | +26.3% | +17.5% |
| 1Y | -18.0% | -16.4% | -1.6% | -12.4% |
| 3Y | -29.0% | +14.5% | -43.5% | -36.3% |
| 5Y | -9.6% | +41.7% | -51.3% | -28.7% |
| 10Y | +6.1% | +200.0% | -194.0% | -42.2% |
| All | +66.5% | +2,961.7% | -2,895.2% | -57.2% |
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