-85.6%
MSTU vs MLM
-3.2%
-82.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -4.6% |
| 7D | +21.3% | -2.9% | +24.2% | +25.2% |
| 30D | +90.8% | -6.8% | +97.6% | +107.7% |
| 3M | -6.8% | -11.2% | +4.5% | +1.1% |
| 6M | -39.8% | -21.8% | -18.0% | -17.6% |
| YTD | -55.7% | -17.0% | -38.7% | -47.6% |
| 1Y | -92.7% | -16.4% | -76.3% | -91.7% |
| All | -85.6% | -3.2% | -82.3% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling