-90.8%
MSTU vs MLM
-1.5%
-89.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.8% |
| 7D | -27.7% | -5.8% | -21.9% | -21.6% |
| 30D | -40.3% | +9.8% | -50.1% | -47.1% |
| 3M | +26.4% | -5.2% | +31.6% | +34.4% |
| 6M | -75.7% | -10.3% | -65.4% | -74.1% |
| YTD | -71.9% | -15.5% | -56.4% | -67.5% |
| 1Y | -89.3% | -15.0% | -74.2% | -87.9% |
| All | -90.8% | -1.5% | -89.4% | -93.7% |
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 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