+30.2%
MSFU vs MLM
+15.1%
+15.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.6% |
| 7D | -5.7% | -2.9% | -2.8% | -4.7% |
| 30D | +4.2% | -6.8% | +11.0% | +6.7% |
| 3M | +27.9% | -11.2% | +39.1% | +31.9% |
| 6M | +37.1% | -21.8% | +59.0% | +50.1% |
| YTD | -7.4% | -17.0% | +9.6% | -3.2% |
| 1Y | -19.6% | -16.4% | -3.2% | -16.8% |
| All | +30.2% | +15.1% | +15.0% | +3.6% |
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