+35.3%
MAS vs MLM
+41.9%
-6.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.0% |
| 7D | -0.8% | -2.9% | +2.2% | +1.2% |
| 30D | -5.6% | -6.8% | +1.3% | -1.1% |
| 3M | +4.4% | -11.2% | +15.7% | +12.7% |
| 6M | +7.2% | -21.8% | +29.0% | +25.6% |
| YTD | +16.1% | -17.0% | +33.1% | +30.4% |
| 1Y | +0.1% | -16.4% | +16.5% | +11.7% |
| 3Y | +28.3% | +14.5% | +13.8% | +15.3% |
| All | +35.3% | +41.9% | -6.6% | +3.6% |
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