+103.9%
MSFU vs MLM
+60.1%
+43.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.3% |
| 7D | +14.6% | -3.8% | +18.4% | +16.9% |
| 30D | +2.1% | +11.0% | -8.9% | -2.7% |
| 3M | +14.7% | -3.1% | +17.7% | +16.1% |
| 6M | +55.7% | -9.8% | +65.5% | +60.5% |
| YTD | +7.1% | -14.4% | +21.5% | +11.7% |
| 1Y | -0.5% | -12.6% | +12.1% | +2.1% |
| 3Y | +35.7% | +19.7% | +16.0% | +8.5% |
| All | +103.9% | +60.1% | +43.8% | +33.2% |
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