-92.4%
MSTU vs MLM
-3.4%
-89.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.3% | -4.1% |
| 7D | -25.8% | -0.9% | -24.9% | -25.0% |
| 30D | -43.9% | +9.0% | -52.9% | -49.7% |
| 3M | +2.9% | -5.6% | +8.5% | +10.0% |
| 6M | -75.5% | -10.7% | -64.8% | -73.9% |
| YTD | -76.7% | -17.2% | -59.6% | -72.4% |
| 1Y | -88.9% | -14.2% | -74.7% | -88.1% |
| All | -92.4% | -3.4% | -89.0% | -94.7% |
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 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