+607.1%
MS vs MLM
+185.4%
+421.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | -1.6% | -4.1% | +2.6% | +0.7% |
| 30D | -3.8% | +8.2% | -11.9% | -7.7% |
| 3M | -14.6% | -3.6% | -11.0% | -13.3% |
| 6M | -5.1% | -15.6% | +10.5% | +2.3% |
| YTD | +4.5% | -16.4% | +20.9% | +12.4% |
| 1Y | +13.5% | -14.3% | +27.9% | +20.5% |
| 3Y | +160.4% | +19.3% | +141.1% | +128.2% |
| 5Y | +112.9% | +29.6% | +83.3% | +74.7% |
| All | +607.1% | +185.4% | +421.7% | +257.8% |
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