+97.0%
MSFU vs MLM
+59.2%
+37.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -5.2% | -2.2% | -5.0% |
| 7D | +1.0% | -1.2% | +2.3% | +1.7% |
| 30D | +0.6% | +7.9% | -7.3% | -3.0% |
| 3M | +16.4% | -4.5% | +20.8% | +18.5% |
| 6M | +53.0% | -12.6% | +65.6% | +60.5% |
| YTD | +3.5% | -14.9% | +18.3% | +8.2% |
| 1Y | -7.8% | -13.1% | +5.2% | -5.2% |
| 3Y | +35.6% | +21.2% | +14.3% | +7.2% |
| All | +97.0% | +59.2% | +37.8% | +29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling