+43.5%
MAS vs MLM
+30.6%
+12.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.2% | +1.7% | +0.1% |
| 7D | +4.6% | -1.2% | +5.8% | +5.5% |
| 30D | +19.9% | +7.9% | +11.9% | +14.0% |
| 3M | +8.9% | -4.5% | +13.4% | +12.3% |
| 6M | +20.2% | -12.6% | +32.8% | +31.3% |
| YTD | +33.9% | -14.9% | +48.8% | +48.3% |
| 1Y | +34.7% | -13.1% | +47.7% | +47.1% |
| 3Y | +60.4% | +21.2% | +39.2% | +37.8% |
| 5Y | +43.5% | +32.0% | +11.4% | +13.2% |
| All | +43.5% | +30.6% | +12.8% | +13.2% |
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