-87.2%
MSTU vs MLM
-11.4%
-75.8%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.4% | +8.0% | +9.3% |
| 7D | -4.8% | +9.1% | -14.0% | -8.6% |
| 30D | -29.6% | +14.6% | -44.2% | -34.0% |
| 3M | +69.4% | +0.3% | +69.1% | +68.1% |
| 6M | -62.2% | -7.5% | -54.8% | -61.5% |
| YTD | -61.1% | -10.2% | -50.8% | -56.9% |
| 1Y | -87.2% | -10.5% | -76.7% | -85.7% |
| All | -87.2% | -11.4% | -75.8% | -85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling