+93.3%
MSFU vs MLM
+56.2%
+37.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.0% |
| 7D | +2.5% | -4.1% | +6.6% | +4.6% |
| 30D | -1.3% | +8.2% | -9.5% | -4.9% |
| 3M | +8.6% | -3.6% | +12.2% | +10.3% |
| 6M | +48.4% | -15.6% | +64.0% | +58.5% |
| YTD | +1.6% | -16.4% | +18.0% | +7.1% |
| 1Y | -5.8% | -14.3% | +8.6% | -2.5% |
| 3Y | +30.9% | +19.3% | +11.6% | +4.2% |
| All | +93.3% | +56.2% | +37.1% | +27.7% |
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