+47.4%
MAS vs MLM
+40.7%
+6.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.0% |
| 7D | +14.2% | +9.1% | +5.0% | +7.7% |
| 30D | +26.8% | +14.6% | +12.2% | +15.8% |
| 3M | +13.1% | +0.3% | +12.8% | +12.9% |
| 6M | +27.9% | -7.5% | +35.4% | +34.4% |
| YTD | +38.7% | -10.2% | +48.9% | +48.2% |
| 1Y | +40.4% | -10.5% | +50.9% | +50.2% |
| 3Y | +66.1% | +27.8% | +38.3% | +37.7% |
| 5Y | +47.4% | +38.9% | +8.5% | +12.4% |
| All | +47.4% | +40.7% | +6.8% | +12.4% |
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 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