+124.2%
MSI vs MLM
+25.7%
+98.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +3.2% | -0.9% | +4.1% | +3.5% |
| 30D | +17.6% | +9.0% | +8.6% | +13.9% |
| 3M | +14.5% | -5.6% | +20.1% | +16.3% |
| 6M | +34.3% | -10.7% | +44.9% | +37.9% |
| YTD | +39.7% | -17.2% | +56.9% | +46.8% |
| 1Y | +40.2% | -14.2% | +54.4% | +45.0% |
| 3Y | +77.1% | +15.6% | +61.5% | +56.3% |
| All | +124.2% | +25.7% | +98.5% | +83.5% |
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 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