+30.9%
MSFU vs MLM
+18.7%
+12.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | 0.0% | -1.2% |
| 7D | +2.5% | -4.1% | +6.6% | +4.0% |
| 30D | -1.3% | +8.2% | -9.5% | -3.8% |
| 3M | +8.6% | -3.6% | +12.2% | +10.0% |
| 6M | +48.4% | -15.6% | +64.0% | +56.6% |
| YTD | +1.6% | -16.4% | +18.0% | +5.7% |
| 1Y | -5.8% | -14.3% | +8.6% | -3.8% |
| 3Y | +30.9% | +19.3% | +11.6% | +12.5% |
| All | +30.9% | +18.7% | +12.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling