+100.5%
HAS vs MLM
+185.4%
-85.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.2% | -4.1% | +4.0% | +1.5% |
| 30D | +31.0% | +8.2% | +22.9% | +26.7% |
| 3M | +30.7% | -3.6% | +34.2% | +32.4% |
| 6M | +23.9% | -15.6% | +39.5% | +31.6% |
| YTD | +48.3% | -16.4% | +64.7% | +57.5% |
| 1Y | +60.2% | -14.3% | +74.6% | +68.4% |
| 3Y | +189.2% | +19.3% | +169.9% | +160.8% |
| 5Y | +50.4% | +29.6% | +20.8% | +28.7% |
| All | +100.5% | +185.4% | -85.0% | +21.5% |
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