+88.0%
MSFU vs MLM
+54.9%
+33.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.3% |
| 30D | -5.3% | +9.0% | -14.3% | -9.0% |
| 3M | +7.2% | -5.6% | +12.8% | +9.9% |
| 6M | +51.0% | -10.7% | +61.7% | +55.9% |
| YTD | -1.2% | -17.2% | +15.9% | +4.6% |
| 1Y | -10.3% | -14.2% | +3.9% | -7.5% |
| 3Y | +22.2% | +15.6% | +6.6% | -0.7% |
| All | +88.0% | +54.9% | +33.1% | +24.7% |
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