-90.1%
MSTU vs MLM
-12.9%
-77.1%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.5% | -6.7% | -7.0% |
| 7D | -21.7% | -2.9% | -18.9% | -19.9% |
| 30D | -42.8% | +10.4% | -53.2% | -45.2% |
| 3M | +21.4% | -3.7% | +25.1% | +23.8% |
| 6M | -74.1% | -10.3% | -63.8% | -73.3% |
| YTD | -72.4% | -14.8% | -57.6% | -68.7% |
| 1Y | -90.1% | -13.9% | -76.2% | -88.7% |
| All | -90.1% | -12.9% | -77.1% | -88.7% |
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