+611.0%
MS vs MLM
+190.7%
+420.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.2% | -0.8% | -3.3% |
| 7D | -3.4% | -1.2% | -2.2% | -2.7% |
| 30D | -3.9% | +7.9% | -11.8% | -7.7% |
| 3M | -15.9% | -4.5% | -11.4% | -14.2% |
| 6M | -2.5% | -12.6% | +10.2% | +3.3% |
| YTD | +5.1% | -14.9% | +20.0% | +12.0% |
| 1Y | +13.0% | -13.1% | +26.0% | +19.0% |
| 3Y | +160.7% | +21.2% | +139.4% | +126.6% |
| 5Y | +114.0% | +32.0% | +82.0% | +74.0% |
| All | +611.0% | +190.7% | +420.3% | +256.4% |
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