+222.1%
MAS vs MLM
+190.7%
+31.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.2% | +1.7% | -0.8% |
| 7D | +4.6% | -1.2% | +5.8% | +5.3% |
| 30D | +19.9% | +7.9% | +11.9% | +15.4% |
| 3M | +8.9% | -4.5% | +13.4% | +11.6% |
| 6M | +20.2% | -12.6% | +32.8% | +28.7% |
| YTD | +33.9% | -14.9% | +48.8% | +45.2% |
| 1Y | +34.7% | -13.1% | +47.7% | +44.6% |
| 3Y | +60.4% | +21.2% | +39.2% | +45.8% |
| 5Y | +43.5% | +32.0% | +11.4% | +23.6% |
| All | +222.1% | +190.7% | +31.3% | +84.4% |
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