+124.5%
MSI vs MLM
+27.9%
+96.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.8% |
| 7D | +8.3% | -3.8% | +12.2% | +9.6% |
| 30D | +18.9% | +11.0% | +7.9% | +14.4% |
| 3M | +13.2% | -3.1% | +16.3% | +14.0% |
| 6M | +38.3% | -9.8% | +48.1% | +41.7% |
| YTD | +38.9% | -14.4% | +53.2% | +44.3% |
| 1Y | +36.7% | -12.6% | +49.2% | +40.7% |
| 3Y | +76.6% | +19.7% | +56.8% | +53.9% |
| 5Y | +124.5% | +29.8% | +94.7% | +82.8% |
| All | +124.5% | +27.9% | +96.5% | +82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling