+804.1%
MAS vs MLM
+2,961.7%
-2,157.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.6% | +1.2% |
| 7D | -0.8% | -2.9% | +2.2% | +0.7% |
| 30D | -5.6% | -6.8% | +1.3% | -2.1% |
| 3M | +4.4% | -11.2% | +15.7% | +11.0% |
| 6M | +7.2% | -21.8% | +29.0% | +21.6% |
| YTD | +16.1% | -17.0% | +33.1% | +27.5% |
| 1Y | +0.1% | -16.4% | +16.5% | +9.4% |
| 3Y | +28.3% | +14.5% | +13.8% | +18.9% |
| 5Y | +30.5% | +41.7% | -11.3% | +7.6% |
| 10Y | +139.1% | +200.0% | -60.9% | +22.7% |
| All | +804.1% | +2,961.7% | -2,157.7% | +84.6% |
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 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