+27.9%
MAS vs MLM
-7.8%
+35.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +3.8% |
| 7D | +14.2% | +9.1% | +5.0% | +7.0% |
| 30D | +26.8% | +14.6% | +12.2% | +14.7% |
| 3M | +13.1% | +0.3% | +12.8% | +12.7% |
| 6M | +27.9% | -7.5% | +35.4% | +33.2% |
| All | +27.9% | -7.8% | +35.7% | +33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling