+979.6%
MAS vs MLM
+3,210.3%
-2,230.6%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.4% |
| 7D | +14.2% | +9.1% | +5.0% | +9.3% |
| 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% | +46.5% |
| 1Y | +40.4% | -10.5% | +50.9% | +48.4% |
| 3Y | +66.1% | +27.8% | +38.3% | +46.0% |
| 5Y | +47.4% | +38.9% | +8.5% | +23.2% |
| 10Y | +238.3% | +211.4% | +26.9% | +70.6% |
| All | +979.6% | +3,210.3% | -2,230.6% | +112.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling