+238.3%
MAS vs MLM
+216.9%
+21.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.4% |
| 7D | +14.2% | +9.1% | +5.0% | +9.2% |
| 30D | +26.8% | +14.6% | +12.2% | +18.4% |
| 3M | +13.1% | +0.3% | +12.8% | +13.0% |
| 6M | +27.9% | -7.5% | +35.4% | +33.1% |
| YTD | +38.7% | -10.2% | +48.9% | +46.3% |
| 1Y | +40.4% | -10.5% | +50.9% | +48.3% |
| 3Y | +66.1% | +27.8% | +38.3% | +46.9% |
| 5Y | +47.4% | +38.9% | +8.5% | +23.7% |
| 10Y | +238.3% | +211.4% | +26.9% | +87.1% |
| All | +238.3% | +216.9% | +21.4% | +87.1% |
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