+808.5%
MS vs MLM
+199.9%
+608.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.3% |
| 7D | +1.4% | -2.9% | +4.3% | +2.8% |
| 30D | -0.3% | -6.8% | +6.6% | +3.2% |
| 3M | +0.3% | -11.2% | +11.5% | +5.6% |
| 6M | +31.3% | -21.8% | +53.2% | +47.3% |
| YTD | +24.7% | -17.0% | +41.6% | +34.7% |
| 1Y | +47.9% | -16.4% | +64.3% | +58.7% |
| 3Y | +178.3% | +14.5% | +163.9% | +149.5% |
| 5Y | +144.9% | +41.7% | +103.1% | +92.1% |
| All | +808.5% | +199.9% | +608.6% | +372.6% |
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 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