+4,912.7%
MS vs MLM
+3,210.3%
+1,702.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +2.9% |
| 7D | +2.6% | +9.1% | -6.5% | -2.3% |
| 30D | +2.6% | +14.6% | -12.0% | -5.1% |
| 3M | -10.1% | +0.3% | -10.4% | -10.6% |
| 6M | +4.4% | -7.5% | +11.8% | +7.3% |
| YTD | +11.7% | -10.2% | +22.0% | +16.0% |
| 1Y | +20.9% | -10.5% | +31.4% | +25.7% |
| 3Y | +177.1% | +27.8% | +149.3% | +132.4% |
| 5Y | +127.7% | +38.9% | +88.8% | +78.5% |
| 10Y | +684.1% | +211.4% | +472.7% | +256.4% |
| All | +4,912.7% | +3,210.3% | +1,702.4% | +766.0% |
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