+666.9%
MSI vs MLM
+185.4%
+481.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.1% |
| 7D | +4.7% | -4.1% | +8.8% | +6.0% |
| 30D | +14.8% | +8.2% | +6.6% | +11.4% |
| 3M | +8.8% | -3.6% | +12.4% | +9.7% |
| 6M | +19.3% | -15.6% | +34.9% | +25.2% |
| YTD | +35.3% | -16.4% | +51.8% | +41.8% |
| 1Y | +33.8% | -14.3% | +48.1% | +38.8% |
| 3Y | +74.4% | +19.3% | +55.1% | +57.2% |
| 5Y | +120.5% | +29.6% | +90.9% | +88.8% |
| All | +666.9% | +185.4% | +481.5% | +384.3% |
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